Sfoglia per Autore
The Fourier estimation method with positive semi-definite estimators
2014 Jirô, Akahori; Nien-Lin, Liu; Mancino, Maria Elvira; Yukie, Yasuda
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data
2015 Mancino, MARIA ELVIRA; Recchioni, Maria Cristina
High frequency volatility of volatility estimation free from spot volatility estimates
2015 Mancino, MARIA ELVIRA; I., Curato; S., Sanfelici
Switching tax structure and payouts in endogenous bankruptcy models
2016 Mancino, MARIA ELVIRA; Barsotti, F.; Pontier, M.
Fourier-Malliavin volatility estimation Theory and Practice
2017 Mancino, Maria Elvira; Recchioni Maria, Cristina; Sanfelici, Simona
Spot volatility estimation using the Laplace transform
2018 Curato, Imma Valentina; Mancino, MARIA ELVIRA; Recchioni, Maria Cristina
Volatility and volatility linked derivatives: estimation, modeling and pricing
2019 Mancino, Maria Elvira; Elisa, Alòs Alcade; TAI-HO, Wang
Identifying financial instability conditions using high frequency data
2019 Mancino, Maria Elvira; Sanfelici, Simona
Cost analysis of blood purification: a tool for decision making
2019 Grazzini, Silvia; Razzauti, Claudia; Paola Fabbri, Lea; Galatà, Michele; Bellucci, Stefano; Colivicchi, Ilaria; Mancino, Maria Elvira
Asymptotic results for the Fourier estimator of the integrated quarticity
2019 Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?
2021 Allaj, Erindi; Mancino, Maria Elvira
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