MANCINO, Maria Elvira
 Distribuzione geografica
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Continente #
NA - Nord America 3.559
EU - Europa 2.220
AS - Asia 2.025
SA - Sud America 409
Continente sconosciuto - Info sul continente non disponibili 77
AF - Africa 58
OC - Oceania 2
Totale 8.350
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Nazione #
US - Stati Uniti d'America 3.483
RU - Federazione Russa 581
CN - Cina 576
SG - Singapore 544
IT - Italia 498
BR - Brasile 315
IE - Irlanda 311
KR - Corea 293
SE - Svezia 240
VN - Vietnam 208
UA - Ucraina 169
HK - Hong Kong 125
DE - Germania 101
CH - Svizzera 88
FR - Francia 69
TR - Turchia 54
GB - Regno Unito 46
CA - Canada 42
IN - India 40
BD - Bangladesh 36
AT - Austria 33
AR - Argentina 27
IQ - Iraq 24
MX - Messico 21
ZA - Sudafrica 20
EC - Ecuador 19
ID - Indonesia 18
PL - Polonia 17
MA - Marocco 16
ES - Italia 14
JP - Giappone 14
SA - Arabia Saudita 14
IL - Israele 13
BE - Belgio 12
FI - Finlandia 12
VE - Venezuela 12
CO - Colombia 10
PK - Pakistan 10
PE - Perù 9
UZ - Uzbekistan 9
IR - Iran 8
CL - Cile 7
PY - Paraguay 7
KE - Kenya 6
MY - Malesia 6
PH - Filippine 6
AE - Emirati Arabi Uniti 5
LT - Lituania 5
NL - Olanda 5
JO - Giordania 4
OM - Oman 4
ET - Etiopia 3
RO - Romania 3
TN - Tunisia 3
AL - Albania 2
AU - Australia 2
BO - Bolivia 2
BY - Bielorussia 2
CR - Costa Rica 2
DK - Danimarca 2
EG - Egitto 2
GR - Grecia 2
JM - Giamaica 2
KZ - Kazakistan 2
LB - Libano 2
NI - Nicaragua 2
RS - Serbia 2
SK - Slovacchia (Repubblica Slovacca) 2
SV - El Salvador 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AO - Angola 1
BH - Bahrain 1
BW - Botswana 1
CG - Congo 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
EU - Europa 1
GD - Grenada 1
GM - Gambi 1
GT - Guatemala 1
HN - Honduras 1
HR - Croazia 1
HU - Ungheria 1
KG - Kirghizistan 1
KH - Cambogia 1
KW - Kuwait 1
LU - Lussemburgo 1
LY - Libia 1
MD - Moldavia 1
MN - Mongolia 1
MU - Mauritius 1
NP - Nepal 1
PS - Palestinian Territory 1
QA - Qatar 1
SC - Seychelles 1
SY - Repubblica araba siriana 1
TJ - Tagikistan 1
TT - Trinidad e Tobago 1
UY - Uruguay 1
Totale 8.275
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Città #
Dallas 438
Jacksonville 354
Ashburn 333
San Jose 333
Dublin 311
Seoul 291
Pisa 287
Singapore 262
Chandler 211
Boardman 209
Moscow 194
Council Bluffs 168
Hong Kong 121
Hefei 106
Beijing 92
Bern 83
Ann Arbor 81
Boston 80
New York 80
Millbury 79
Wilmington 72
Los Angeles 71
Ho Chi Minh City 64
Clifton 56
Kent 52
Lawrence 52
San Mateo 52
The Dalles 49
Hanoi 48
Lauterbourg 45
Istanbul 41
Vienna 32
Ogden 30
Dong Ket 29
Chicago 25
Shanghai 25
São Paulo 25
Orem 23
Santa Clara 22
Bremen 20
Milan 20
Toronto 19
Voghera 19
Warsaw 17
Woodbridge 17
Guangzhou 16
Dearborn 15
Wuhan 13
Brussels 12
Rio de Janeiro 12
Montreal 11
Tokyo 11
Buffalo 10
Chennai 10
Da Nang 10
Mexico City 10
Brooklyn 9
Campinas 9
Houston 9
Munich 9
North Bergen 9
Quito 9
Seattle 9
Andover 8
Fairfield 8
Florence 8
Jakarta 8
Johannesburg 8
Marrakesh 8
Salt Lake City 8
Scuola 8
Stockholm 8
Tashkent 8
Barnet 7
Helsinki 7
Holon 7
Lima 7
Manchester 7
Norwalk 7
Poplar 7
Rome 7
Baghdad 6
Jiaxing 6
London 6
Philadelphia 6
Phoenix 6
San Francisco 6
Trento 6
Wuxi 6
Ankara 5
Belo Horizonte 5
Curitiba 5
Dhaka 5
Frankfurt am Main 5
Haiphong 5
Jinhua 5
Nanjing 5
Recife 5
Sacramento 5
San Giuliano Terme 5
Totale 5.470
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Nome #
Asymptotic results for the Fourier estimator of the integrated quarticity 326
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 235
Capital Structure with Firm's Net Cash Payout 229
Cost analysis of blood purification: a tool for decision making 221
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables 219
A Fourier transform method for nonparametric estimation of multivariate volatility 211
A comparison result for backward-forward stochastic differential equations with applications to decision theory 208
Fourier-Malliavin volatility estimation Theory and Practice 197
Boundary Spot Volatility Estimation using the Laplace Tran sform 194
Instantaneous liquidity rate, its econometric measurement by volatility feedback 193
Asset pricing with a forward-backward stochastic differential utility 192
A counter-example concerning a condition of Ogawa integrability 191
A Taylor Formula to Price and Hedge European Contingent Claims 190
A non-parametric calibration of the HJM geometry : an application of Itô calculus to financial statistics 189
Asymptotic Normality and Finite-Sample Robustness of the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise 182
The Fourier estimation method with positive semi-definite estimators 177
Diffusion Processes with respect to Free Brownian Motion 175
Derivation of a noncausal insider trading equilibrium model of asset pricing 174
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 174
Dynamic principal component analysis of multivariate volatility via Fourier analysis 170
Computation of volatility in stochasticvolatility models with high frequency data 168
Stochastic Calculus of Variations to Hedge Contingent Claims 165
Volatility Estimation via Fourier Analysis 162
Asset Pricing with Endogenous Aspirations 160
Fourier Estimation Method Applied to Forward Interest Rates 160
Harmonic analysis methods for nonparametric estimation of volatility: theory and applications 154
Dilatation Vector Fields on the Loop Group 154
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups 153
Spot volatility estimation using the Laplace transform 152
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? 150
Volatility and volatility linked derivatives: estimation, modeling and pricing 149
Some results of stable convergence for exchangeable random variables in Hilbert spaces 138
The role of firm's net cash payouts in Leland's (1994) model 134
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims 134
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise 132
High frequency volatility of volatility estimation free from spot volatility estimates 132
Identifying financial instability conditions using high frequency data 130
Non linear feedback effects of hedging strategies 129
Switching tax structure and payouts in endogenous bankruptcy models 129
Optimal strategies in a risky-debt context 126
Fourier volatility forecasting with high frequency data and microstructure noise 125
Estimation of quarticity with high frequency data 125
Fourier Series Method for measurement of multivariate volatilities 120
Some convergence properties of the Ogawa integral relative to a martingale 119
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 117
Harmonic analysis methods for nonparametic estimation of votality : theory and applications 117
Skorohod Integral for a particular class of nonadapted processes 114
The price volatility feedback rate: an implementable mathematical indicator of market stability 113
Representation results in the context of Wigner analysis 113
Free Noise Dilation of Semigroups of Countable State Markov Processes 112
Multivariate volatility estimation with high frequency data usingFourier method 111
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise 106
Totale 8.350
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Categoria #
all - tutte 58.286
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 58.286
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022354 0 0 6 29 18 5 7 36 21 25 11 196
2022/20231.375 162 84 84 70 54 126 0 360 399 4 10 22
2023/2024446 104 13 57 12 28 84 10 17 53 5 2 61
2024/20251.374 91 26 59 52 226 5 32 32 282 54 252 263
2025/20263.715 234 390 608 468 161 160 498 209 490 259 81 157
2026/2027116 115 1 0 0 0 0 0 0 0 0 0 0
Totale 8.350