MANCINO, Maria Elvira
 Distribuzione geografica
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Continente #
NA - Nord America 3.683
EU - Europa 2.236
AS - Asia 2.032
SA - Sud America 413
Continente sconosciuto - Info sul continente non disponibili 77
AF - Africa 58
OC - Oceania 2
Totale 8.501
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Nazione #
US - Stati Uniti d'America 3.602
RU - Federazione Russa 581
CN - Cina 577
SG - Singapore 547
IT - Italia 509
BR - Brasile 316
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 50
CA - Canada 43
IN - India 40
BD - Bangladesh 36
AT - Austria 33
AR - Argentina 27
IQ - Iraq 24
EC - Ecuador 21
MX - Messico 21
ZA - Sudafrica 20
ID - Indonesia 18
PL - Polonia 17
MA - Marocco 16
ES - Italia 15
JP - Giappone 14
SA - Arabia Saudita 14
IL - Israele 13
BE - Belgio 12
FI - Finlandia 12
VE - Venezuela 12
CO - Colombia 11
PK - Pakistan 10
PE - Perù 9
UZ - Uzbekistan 9
IR - Iran 8
MY - Malesia 8
CL - Cile 7
PY - Paraguay 7
KE - Kenya 6
PH - Filippine 6
AE - Emirati Arabi Uniti 5
LT - Lituania 5
NL - Olanda 5
JM - Giamaica 4
JO - Giordania 4
OM - Oman 4
CR - Costa Rica 3
ET - Etiopia 3
RO - Romania 3
TN - Tunisia 3
AL - Albania 2
AU - Australia 2
BO - Bolivia 2
BY - Bielorussia 2
DK - Danimarca 2
EG - Egitto 2
GR - Grecia 2
KZ - Kazakistan 2
LB - Libano 2
NI - Nicaragua 2
NP - Nepal 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
GP - Guadalupe 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
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 8.426
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Città #
Dallas 438
Jacksonville 354
Ashburn 344
San Jose 341
Dublin 311
Seoul 291
Pisa 287
Singapore 263
Council Bluffs 216
Chandler 211
Boardman 209
Moscow 194
Hong Kong 121
Hefei 106
Beijing 93
Bern 83
Ann Arbor 81
Boston 80
New York 80
Millbury 79
Los Angeles 75
Wilmington 72
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 26
Milan 25
Shanghai 25
São Paulo 25
Orem 23
Santa Clara 23
Bremen 20
Toronto 19
Voghera 19
Warsaw 17
Woodbridge 17
Guangzhou 16
Dearborn 15
Phoenix 14
Wuhan 13
Brussels 12
Rio de Janeiro 12
Brooklyn 11
Montreal 11
Tokyo 11
Buffalo 10
Chennai 10
Da Nang 10
Houston 10
Mexico City 10
Campinas 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
London 7
Manchester 7
Norwalk 7
Poplar 7
Rome 7
Baghdad 6
Jiaxing 6
Philadelphia 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 5.562
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Nome #
Asymptotic results for the Fourier estimator of the integrated quarticity 329
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 238
Capital Structure with Firm's Net Cash Payout 231
Cost analysis of blood purification: a tool for decision making 225
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables 221
A Fourier transform method for nonparametric estimation of multivariate volatility 216
A comparison result for backward-forward stochastic differential equations with applications to decision theory 209
Fourier-Malliavin volatility estimation Theory and Practice 200
Asset pricing with a forward-backward stochastic differential utility 195
Boundary Spot Volatility Estimation using the Laplace Tran sform 195
A non-parametric calibration of the HJM geometry : an application of Itô calculus to financial statistics 194
Instantaneous liquidity rate, its econometric measurement by volatility feedback 194
A counter-example concerning a condition of Ogawa integrability 193
A Taylor Formula to Price and Hedge European Contingent Claims 191
Asymptotic Normality and Finite-Sample Robustness of the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise 189
The Fourier estimation method with positive semi-definite estimators 179
Diffusion Processes with respect to Free Brownian Motion 178
Derivation of a noncausal insider trading equilibrium model of asset pricing 176
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 176
Dynamic principal component analysis of multivariate volatility via Fourier analysis 173
Stochastic Calculus of Variations to Hedge Contingent Claims 172
Computation of volatility in stochasticvolatility models with high frequency data 170
Volatility Estimation via Fourier Analysis 164
Fourier Estimation Method Applied to Forward Interest Rates 163
Asset Pricing with Endogenous Aspirations 161
Harmonic analysis methods for nonparametric estimation of volatility: theory and applications 159
Dilatation Vector Fields on the Loop Group 157
Spot volatility estimation using the Laplace transform 156
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups 156
Volatility and volatility linked derivatives: estimation, modeling and pricing 155
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? 151
The role of firm's net cash payouts in Leland's (1994) model 141
Identifying financial instability conditions using high frequency data 140
Some results of stable convergence for exchangeable random variables in Hilbert spaces 139
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise 135
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims 135
High frequency volatility of volatility estimation free from spot volatility estimates 133
Switching tax structure and payouts in endogenous bankruptcy models 132
Non linear feedback effects of hedging strategies 131
Optimal strategies in a risky-debt context 129
Fourier volatility forecasting with high frequency data and microstructure noise 129
Estimation of quarticity with high frequency data 128
Fourier Series Method for measurement of multivariate volatilities 121
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 120
Some convergence properties of the Ogawa integral relative to a martingale 120
Harmonic analysis methods for nonparametic estimation of votality : theory and applications 119
The price volatility feedback rate: an implementable mathematical indicator of market stability 116
Skorohod Integral for a particular class of nonadapted processes 116
Representation results in the context of Wigner analysis 115
Multivariate volatility estimation with high frequency data usingFourier method 114
Free Noise Dilation of Semigroups of Countable State Markov Processes 113
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise 109
Totale 8.501
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Categoria #
all - tutte 63.587
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 63.587
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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
2026/2027267 115 93 59 0 0 0 0 0 0 0 0 0
Totale 8.501