MANCINI, Cecilia
MANCINI, Cecilia
DIPARTIMENTO DI SCIENZE ECONOMICHE
Mostra
records
Risultati 1 - 5 di 5 (tempo di esecuzione: 0.01 secondi).
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model
1998-01-01 Mancini, C.
Estimation of the parameters of jump of a general Poisson-diffusion model
2001-01-01 Mancini, C.
Estimators for the parameters of a jump-diffusion process
1998-01-01 Mancini, C.
Statistics of a Poisson-Diffusion process
2003-01-01 Mancini, C.
Warnings about future jumps: properties of the exponential Hawkes model
2021-01-01 Foschi, Rachele; Lilla, Francesca; Mancini, Cecilia
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model | 1-gen-1998 | Mancini, C. | |
| Estimation of the parameters of jump of a general Poisson-diffusion model | 1-gen-2001 | Mancini, C. | |
| Estimators for the parameters of a jump-diffusion process | 1-gen-1998 | Mancini, C. | |
| Statistics of a Poisson-Diffusion process | 1-gen-2003 | Mancini, C. | |
| Warnings about future jumps: properties of the exponential Hawkes model | 1-gen-2021 | Foschi, Rachele; Lilla, Francesca; Mancini, Cecilia |