MANCINO, Maria Elvira
 Distribuzione geografica
Continente #
EU - Europa 99
AS - Asia 21
NA - Nord America 16
AF - Africa 2
Totale 138
Nazione #
IT - Italia 76
VN - Vietnam 20
IE - Irlanda 19
US - Stati Uniti d'America 16
DE - Germania 2
ZA - Sudafrica 2
CN - Cina 1
FR - Francia 1
NL - Olanda 1
Totale 138
Città #
Dong Ket 20
Dublin 19
Milan 9
Voghera 9
Scuola 6
Ashburn 4
San Giuliano Terme 4
Trento 4
Pisa 3
Andover 2
Boardman 2
Cusano Milanino 2
Waverly 2
Arnsberg 1
Bari 1
Bremen 1
Chicago 1
Fairfield 1
Mountain View 1
Rome 1
Totale 93
Nome #
Asymptotic results for the Fourier estimator of the integrated quarticity, file e3aacdfd-fe15-4c98-e053-3705fe0acb7e 54
Fourier Estimation Method Applied to Forward Interest Rates, file e3aacdfd-d29e-4c98-e053-3705fe0acb7e 15
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data, file e3aacdfd-d2a2-4c98-e053-3705fe0acb7e 12
Estimation of quarticity with high frequency data, file e3aacdfe-e031-4c98-e053-3705fe0acb7e 12
The role of firm's net cash payouts in Leland's (1994) model, file e3aacdfd-d141-4c98-e053-3705fe0acb7e 11
Fourier volatility forecasting with high frequency data and microstructure noise, file e3aacdfe-a9db-4c98-e053-3705fe0acb7e 7
Cost analysis of blood purification: a tool for decision making, file e3aacdfd-d29b-4c98-e053-3705fe0acb7e 6
A Fourier transform method for nonparametric estimation of multivariate volatility, file e3aacdfd-d2a0-4c98-e053-3705fe0acb7e 4
Estimation of quarticity with high frequency data, file e3aacdfd-d2a3-4c98-e053-3705fe0acb7e 4
High frequency volatility of volatility estimation free from spot volatility estimates, file e3aacdfd-d142-4c98-e053-3705fe0acb7e 3
Spot volatility estimation using the Laplace transform, file e3aacdfd-d29c-4c98-e053-3705fe0acb7e 2
A non-parametric calibration of the HJM geometry : an application of Itô calculus to financial statistics, file e3aacdfd-d29d-4c98-e053-3705fe0acb7e 2
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise, file e3aacdfd-d29f-4c98-e053-3705fe0acb7e 2
Switching tax structure and payouts in endogenous bankruptcy models, file e3aacdfd-d2a1-4c98-e053-3705fe0acb7e 2
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?, file b15ef3d3-e00b-40a4-9891-8c5eac8375b4 1
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise, file e3aacdfd-d2a4-4c98-e053-3705fe0acb7e 1
Totale 138
Categoria #
all - tutte 357
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 357


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202130 0 0 0 0 3 2 1 0 3 1 0 20
2021/20226 0 0 0 0 0 0 1 0 3 1 1 0
2022/202384 38 9 7 2 4 1 0 0 19 0 4 0
2023/202418 1 0 3 4 4 2 1 0 0 3 0 0
Totale 138