MANCINI, Cecilia
MANCINI, Cecilia
DIPARTIMENTO DI SCIENZE ECONOMICHE
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Risultati 1 - 4 di 4 (tempo di esecuzione: 0.006 secondi).
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type
2007-01-01 Gobbi, F.; Mancini, C.
Jumps
2012-01-01 Mancini, C.; Calvori, F.
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
2018-01-01 Mancini, Cecilia
Preface to the XXII Workshop On Quantitative Finance Book of Abstracts
2021-01-01 Mancini, Cecilia
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type | 1-gen-2007 | Gobbi, F.; Mancini, C. | |
| Jumps | 1-gen-2012 | Mancini, C.; Calvori, F. | |
| Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps | 1-gen-2018 | Mancini, Cecilia | |
| Preface to the XXII Workshop On Quantitative Finance Book of Abstracts | 1-gen-2021 | Mancini, Cecilia |