MANCINO, Maria Elvira
 Distribuzione geografica
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Continente #
NA - Nord America 2.741
EU - Europa 1.684
AS - Asia 1.611
SA - Sud America 328
AF - Africa 29
Continente sconosciuto - Info sul continente non disponibili 2
OC - Oceania 1
Totale 6.396
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Nazione #
US - Stati Uniti d'America 2.686
CN - Cina 535
IT - Italia 463
SG - Singapore 436
IE - Irlanda 311
KR - Corea 291
BR - Brasile 280
SE - Svezia 239
RU - Federazione Russa 179
UA - Ucraina 163
VN - Vietnam 116
DE - Germania 97
HK - Hong Kong 94
CH - Svizzera 87
TR - Turchia 46
CA - Canada 35
AT - Austria 33
GB - Regno Unito 31
PL - Polonia 16
ZA - Sudafrica 16
FR - Francia 15
MX - Messico 15
ID - Indonesia 13
JP - Giappone 13
AR - Argentina 12
BE - Belgio 12
IN - India 12
IQ - Iraq 11
EC - Ecuador 10
FI - Finlandia 10
IL - Israele 10
BD - Bangladesh 8
ES - Italia 8
PE - Perù 8
IR - Iran 7
VE - Venezuela 7
AE - Emirati Arabi Uniti 5
KE - Kenya 5
LT - Lituania 5
PY - Paraguay 5
CL - Cile 3
CO - Colombia 3
MA - Marocco 3
NL - Olanda 3
PK - Pakistan 3
SA - Arabia Saudita 3
AL - Albania 2
BY - Bielorussia 2
DK - Danimarca 2
JO - Giordania 2
KZ - Kazakistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AU - Australia 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
ET - Etiopia 1
EU - Europa 1
GM - Gambi 1
GR - Grecia 1
GT - Guatemala 1
HR - Croazia 1
HU - Ungheria 1
KG - Kirghizistan 1
LU - Lussemburgo 1
MU - Mauritius 1
NI - Nicaragua 1
OM - Oman 1
PH - Filippine 1
RO - Romania 1
SK - Slovacchia (Repubblica Slovacca) 1
SV - El Salvador 1
TN - Tunisia 1
TT - Trinidad e Tobago 1
UZ - Uzbekistan 1
Totale 6.396
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Città #
Dallas 437
Jacksonville 354
Dublin 311
Seoul 291
Pisa 287
Ashburn 250
Chandler 211
Boardman 209
Singapore 187
Hefei 106
Hong Kong 93
Bern 83
Ann Arbor 81
Moscow 80
Boston 79
Millbury 79
Beijing 78
New York 76
Wilmington 72
Kent 52
Lawrence 52
San Mateo 52
Los Angeles 47
Istanbul 40
Ho Chi Minh City 33
Vienna 32
Ogden 30
Dong Ket 29
Hanoi 26
Shanghai 25
São Paulo 24
The Dalles 23
Chicago 21
Bremen 20
Voghera 19
Woodbridge 17
Guangzhou 16
Warsaw 16
Dearborn 15
Toronto 15
Orem 14
Milan 13
Wuhan 13
Brussels 12
Santa Clara 12
Tokyo 11
Montreal 10
Rio de Janeiro 10
Buffalo 9
Munich 9
Seattle 9
Andover 8
Brooklyn 8
Fairfield 8
Jakarta 8
Johannesburg 8
Mexico City 8
Salt Lake City 8
Scuola 8
Campinas 7
Holon 7
Norwalk 7
Poplar 7
Stockholm 7
Helsinki 6
Houston 6
Jiaxing 6
Lima 6
Phoenix 6
Trento 6
Wuxi 6
Chennai 5
Florence 5
Jinhua 5
London 5
Manchester 5
Nanjing 5
Sacramento 5
San Francisco 5
San Giuliano Terme 5
Shenzhen 5
Venezia 5
Ankara 4
Belo Horizonte 4
Changsha 4
Charlotte 4
Curitiba 4
Denver 4
Fortaleza 4
Las Vegas 4
Laurel 4
Philadelphia 4
Quito 4
Recife 4
Rome 4
Secaucus 4
Tampa 4
Turku 4
Washington 4
Zanjan 4
Totale 4.358
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Nome #
Asymptotic results for the Fourier estimator of the integrated quarticity 264
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 186
Cost analysis of blood purification: a tool for decision making 178
Capital Structure with Firm's Net Cash Payout 174
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables 171
Instantaneous liquidity rate, its econometric measurement by volatility feedback 165
A Fourier transform method for nonparametric estimation of multivariate volatility 165
A comparison result for backward-forward stochastic differential equations with applications to decision theory 159
A Taylor Formula to Price and Hedge European Contingent Claims 155
A non-parametric calibration of the HJM geometry : an application of Itô calculus to financial statistics 152
The Fourier estimation method with positive semi-definite estimators 151
Asset pricing with a forward-backward stochastic differential utility 150
A counter-example concerning a condition of Ogawa integrability 147
Diffusion Processes with respect to Free Brownian Motion 142
Fourier-Malliavin volatility estimation Theory and Practice 142
Stochastic Calculus of Variations to Hedge Contingent Claims 141
Boundary Spot Volatility Estimation using the Laplace Tran sform 140
Derivation of a noncausal insider trading equilibrium model of asset pricing 139
Volatility Estimation via Fourier Analysis 138
Fourier Estimation Method Applied to Forward Interest Rates 137
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 131
Dynamic principal component analysis of multivariate volatility via Fourier analysis 130
Computation of volatility in stochasticvolatility models with high frequency data 126
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups 126
Harmonic analysis methods for nonparametric estimation of volatility: theory and applications 125
Asset Pricing with Endogenous Aspirations 122
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? 117
Dilatation Vector Fields on the Loop Group 117
Spot volatility estimation using the Laplace transform 115
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims 112
Non linear feedback effects of hedging strategies 107
Optimal strategies in a risky-debt context 105
Some results of stable convergence for exchangeable random variables in Hilbert spaces 105
Volatility and volatility linked derivatives: estimation, modeling and pricing 104
Asymptotic Normality and Finite-Sample Robustness of the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise 101
Fourier volatility forecasting with high frequency data and microstructure noise 99
Fourier Series Method for measurement of multivariate volatilities 97
The role of firm's net cash payouts in Leland's (1994) model 96
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise 96
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 93
Multivariate volatility estimation with high frequency data usingFourier method 93
Representation results in the context of Wigner analysis 92
Estimation of quarticity with high frequency data 92
Some convergence properties of the Ogawa integral relative to a martingale 91
Identifying financial instability conditions using high frequency data 90
Switching tax structure and payouts in endogenous bankruptcy models 90
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise 89
High frequency volatility of volatility estimation free from spot volatility estimates 89
The price volatility feedback rate: an implementable mathematical indicator of market stability 86
Harmonic analysis methods for nonparametic estimation of votality : theory and applications 85
Skorohod Integral for a particular class of nonadapted processes 78
Free Noise Dilation of Semigroups of Countable State Markov Processes 76
Totale 6.471
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Categoria #
all - tutte 44.258
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 44.258
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021323 0 0 0 0 0 13 57 51 22 91 6 83
2021/2022370 16 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
2025/20261.952 234 390 608 468 161 91 0 0 0 0 0 0
Totale 6.471