MANCINO, Maria Elvira
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 3.437
EU - Europa 2.212
AS - Asia 2.017
SA - Sud America 407
AF - Africa 58
Continente sconosciuto - Info sul continente non disponibili 2
OC - Oceania 2
Totale 8.135
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 3.363
RU - Federazione Russa 580
CN - Cina 571
SG - Singapore 543
IT - Italia 494
BR - Brasile 314
IE - Irlanda 311
KR - Corea 293
SE - Svezia 240
VN - Vietnam 208
UA - Ucraina 169
HK - Hong Kong 124
DE - Germania 101
CH - Svizzera 87
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
SA - Arabia Saudita 14
ES - Italia 13
IL - Israele 13
JP - Giappone 13
BE - Belgio 12
FI - Finlandia 12
VE - Venezuela 12
PK - Pakistan 10
CO - Colombia 9
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
DK - Danimarca 2
EG - Egitto 2
GR - Grecia 2
JM - Giamaica 2
KZ - Kazakistan 2
LB - Libano 2
NI - Nicaragua 2
RS - Serbia 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AO - Angola 1
BH - Bahrain 1
BW - Botswana 1
CG - Congo 1
CR - Costa Rica 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
SK - Slovacchia (Repubblica Slovacca) 1
SV - El Salvador 1
SY - Repubblica araba siriana 1
TJ - Tagikistan 1
TT - Trinidad e Tobago 1
UY - Uruguay 1
Totale 8.135
Salva come PNG Salva come JPEG
Città #
Dallas 438
Jacksonville 354
San Jose 330
Ashburn 327
Dublin 311
Seoul 291
Pisa 287
Singapore 261
Chandler 211
Boardman 209
Moscow 194
Council Bluffs 131
Hong Kong 120
Hefei 106
Beijing 88
Bern 83
Ann Arbor 81
Boston 80
New York 80
Millbury 79
Wilmington 72
Los Angeles 71
Ho Chi Minh City 64
Kent 52
Lawrence 52
San Mateo 52
The Dalles 49
Hanoi 48
Lauterbourg 45
Istanbul 41
Vienna 32
Ogden 30
Dong Ket 29
Shanghai 25
São Paulo 25
Chicago 24
Orem 23
Bremen 20
Milan 19
Toronto 19
Voghera 19
Santa Clara 18
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
Houston 9
Munich 9
North Bergen 9
Quito 9
Seattle 9
Andover 8
Campinas 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
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
Philadelphia 5
Recife 5
Sacramento 5
San Giuliano Terme 5
Shenzhen 5
Totale 5.359
Salva come PNG Salva come JPEG
Nome #
Asymptotic results for the Fourier estimator of the integrated quarticity 322
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 230
Capital Structure with Firm's Net Cash Payout 227
Cost analysis of blood purification: a tool for decision making 219
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables 218
A Fourier transform method for nonparametric estimation of multivariate volatility 209
A comparison result for backward-forward stochastic differential equations with applications to decision theory 204
Boundary Spot Volatility Estimation using the Laplace Tran sform 193
Fourier-Malliavin volatility estimation Theory and Practice 192
Instantaneous liquidity rate, its econometric measurement by volatility feedback 190
Asset pricing with a forward-backward stochastic differential utility 190
A non-parametric calibration of the HJM geometry : an application of Itô calculus to financial statistics 188
A Taylor Formula to Price and Hedge European Contingent Claims 186
A counter-example concerning a condition of Ogawa integrability 185
Asymptotic Normality and Finite-Sample Robustness of the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise 174
The Fourier estimation method with positive semi-definite estimators 174
Diffusion Processes with respect to Free Brownian Motion 172
Derivation of a noncausal insider trading equilibrium model of asset pricing 172
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 172
Dynamic principal component analysis of multivariate volatility via Fourier analysis 168
Computation of volatility in stochasticvolatility models with high frequency data 167
Stochastic Calculus of Variations to Hedge Contingent Claims 164
Volatility Estimation via Fourier Analysis 161
Asset Pricing with Endogenous Aspirations 158
Fourier Estimation Method Applied to Forward Interest Rates 157
Harmonic analysis methods for nonparametric estimation of volatility: theory and applications 152
Dilatation Vector Fields on the Loop Group 152
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups 151
Spot volatility estimation using the Laplace transform 148
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? 147
Volatility and volatility linked derivatives: estimation, modeling and pricing 144
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims 132
Some results of stable convergence for exchangeable random variables in Hilbert spaces 132
The role of firm's net cash payouts in Leland's (1994) model 131
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise 131
Identifying financial instability conditions using high frequency data 128
High frequency volatility of volatility estimation free from spot volatility estimates 128
Non linear feedback effects of hedging strategies 126
Fourier volatility forecasting with high frequency data and microstructure noise 124
Switching tax structure and payouts in endogenous bankruptcy models 124
Optimal strategies in a risky-debt context 123
Fourier Series Method for measurement of multivariate volatilities 119
Estimation of quarticity with high frequency data 119
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 116
Harmonic analysis methods for nonparametic estimation of votality : theory and applications 116
Some convergence properties of the Ogawa integral relative to a martingale 114
Skorohod Integral for a particular class of nonadapted processes 113
Representation results in the context of Wigner analysis 112
The price volatility feedback rate: an implementable mathematical indicator of market stability 111
Multivariate volatility estimation with high frequency data usingFourier method 110
Free Noise Dilation of Semigroups of Countable State Markov Processes 110
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise 105
Totale 8.210
Salva come PNG Salva come JPEG
Categoria #
all - tutte 52.515
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 52.515
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202183 0 0 0 0 0 0 0 0 0 0 0 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
2025/20263.691 234 390 608 468 161 160 498 209 490 259 81 133
Totale 8.210