MANCINI, CECILIA
MANCINI, CECILIA
Scienze per l'Economia e l'Impresa
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model
1998 C. MANCINI
Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps
2014 C.Mancini
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
2001 C. MANCINI
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type
2007 F.Gobbi; C.Mancini
Estimation of the characteristics of the jumps of a general Poisson-diffusion model
2004 C.MANCINI
Estimation of the parameters of jump of a general Poisson-diffusion model
2001 C. MANCINI
Estimators for the parameters of a jump-diffusion process
1998 C. MANCINI
Identifying the Brownian covariation from the co-jumps given discrete observations
2012 C.Mancini; F.Gobbi
Introduction to the special issue: financial mathematics and econometrics
2010 R.Renò; C.Mancini
Jumps
2012 C.Mancini; F.Calvori
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process
2008 C. MANCINI
Measuring the relevance of the microstructure noise in observed financial data
2013 C.Mancini
Metodi matematici per le decisioni aziendali
2003 C. MANCINI
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri
2000 C. MANCINI
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
2018 Cecilia Mancini
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps
2009 C.MANCINI
Nonparametric tests for pathwise properties of semimartingales
2011 R.Cont; C.Mancini
Optimum thresholding using mean and conditional mean squared error
2019 Mancini, Cecilia; Figueroa-Lopez, Jose
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent?
2002 C. MANCINI
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process
2003 C. MANCINI