MANCINO, MARIA ELVIRA
 Distribuzione geografica
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Continente #
NA - Nord America 5.888
EU - Europa 2.724
AS - Asia 1.784
SA - Sud America 300
Continente sconosciuto - Info sul continente non disponibili 100
AF - Africa 50
OC - Oceania 39
Totale 10.885
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Nazione #
US - Stati Uniti d'America 5.808
RU - Federazione Russa 879
IT - Italia 683
SG - Singapore 523
CN - Cina 468
IE - Irlanda 230
BR - Brasile 226
PL - Polonia 218
HK - Hong Kong 199
VN - Vietnam 192
KR - Corea 173
UA - Ucraina 161
SE - Svezia 137
DE - Germania 128
FR - Francia 80
GB - Regno Unito 72
FI - Finlandia 71
IN - India 48
CA - Canada 43
AU - Australia 38
BD - Bangladesh 37
JO - Giordania 28
JP - Giappone 28
AR - Argentina 22
MX - Messico 22
CO - Colombia 15
NL - Olanda 14
TR - Turchia 14
ES - Italia 13
ID - Indonesia 13
ZA - Sudafrica 13
AT - Austria 11
EC - Ecuador 9
IQ - Iraq 9
SC - Seychelles 9
VE - Venezuela 9
NG - Nigeria 8
CI - Costa d'Avorio 7
PH - Filippine 7
PK - Pakistan 7
TW - Taiwan 7
CH - Svizzera 6
PY - Paraguay 6
UY - Uruguay 5
CL - Cile 4
AL - Albania 3
JM - Giamaica 3
KE - Kenya 3
LB - Libano 3
MA - Marocco 3
PE - Perù 3
SA - Arabia Saudita 3
TH - Thailandia 3
BE - Belgio 2
BH - Bahrain 2
BJ - Benin 2
DK - Danimarca 2
GR - Grecia 2
IL - Israele 2
KZ - Kazakistan 2
MQ - Martinica 2
MY - Malesia 2
NP - Nepal 2
PS - Palestinian Territory 2
TN - Tunisia 2
AE - Emirati Arabi Uniti 1
AG - Antigua e Barbuda 1
AZ - Azerbaigian 1
BB - Barbados 1
BG - Bulgaria 1
BN - Brunei Darussalam 1
BO - Bolivia 1
BS - Bahamas 1
CR - Costa Rica 1
CY - Cipro 1
CZ - Repubblica Ceca 1
DZ - Algeria 1
EE - Estonia 1
EG - Egitto 1
ET - Etiopia 1
HN - Honduras 1
HR - Croazia 1
HT - Haiti 1
KG - Kirghizistan 1
KH - Cambogia 1
KW - Kuwait 1
LC - Santa Lucia 1
LT - Lituania 1
LU - Lussemburgo 1
MC - Monaco 1
NI - Nicaragua 1
NO - Norvegia 1
NZ - Nuova Zelanda 1
OM - Oman 1
PA - Panama 1
PT - Portogallo 1
QA - Qatar 1
RO - Romania 1
RS - Serbia 1
SI - Slovenia 1
Totale 10.783
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Città #
Santa Clara 2.172
Fairfield 419
Singapore 373
Ashburn 368
Dublin 230
Warsaw 215
Jacksonville 213
Woodbridge 196
Cambridge 193
San Jose 193
Houston 170
Seoul 169
Chandler 155
Seattle 154
Hong Kong 152
Wilmington 144
Milan 143
Hefei 127
Beijing 102
Council Bluffs 73
Lawrence 61
Princeton 61
Los Angeles 59
Florence 57
Lauterbourg 57
Altamura 56
Hanoi 56
Ho Chi Minh City 56
The Dalles 50
Rome 47
Ann Arbor 46
Dallas 42
Moscow 41
Melbourne 36
Boston 35
Buffalo 32
Phoenix 32
Medford 31
Mumbai 31
Boardman 30
Helsinki 24
New York 24
San Diego 24
São Paulo 22
Tokyo 21
Kent 19
Munich 18
Frankfurt Am Main 14
Norwalk 14
Bologna 13
Columbus 13
Scuola 12
Brooklyn 11
Chicago 11
Clifton 11
Rio de Janeiro 11
Manchester 10
Naples 10
Toronto 10
Haiphong 9
Johannesburg 9
London 9
Mexico City 9
Turin 9
Da Nang 8
Denver 8
Guangzhou 8
Montreal 8
Orem 8
West Jordan 8
Abidjan 7
Abuja 7
Amman 7
Biên Hòa 7
Falkenstein 7
Frankfurt am Main 7
Miano 7
Pisa 7
Redondo Beach 7
Tianjin 7
Verona 7
Castelfiorentino 6
Curitiba 6
Figino 6
Izmir 6
Philadelphia 6
Saint Petersburg 6
Shenzhen 6
Vienna 6
Baghdad 5
Barcelona 5
Bari 5
Bengaluru 5
Catania 5
Chennai 5
Chiusi 5
Dhaka 5
Hillsboro 5
Hải Dương 5
Jakarta 5
Totale 7.442
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Nome #
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 299
Cost analysis of blood purification: a tool for decision making. 292
Asset pricing with a forward-backward stochastic differential utility. 232
Asset Pricing with Endogenous Aspirations. 229
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics 222
Asymptotic results for the Fourier estimator of the integrated quarticity 215
Fourier volatility forecasting with high frequency data and microstructure noise 213
A Fourier transform method for nonparametric estimation of multivariate volatility. 208
Identifying financial instability conditions using high frequency data 205
Dilatation Vector Fields on the Loop Group 204
Boundary Spot Volatility Estimation using the Laplace Tran sform 203
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? 203
High frequency volatility of volatility estimation free from spot volatility estimates 203
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 199
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 196
Switching tax structure and payouts in endogenous bankruptcy models 191
Is the variance swap rate affine in the spot variance? Evidence from S&P500 data 191
Dynamic principal component analysis of multivariate volatility via Fourier analysis. 190
A counter-example concerning a condition of Ogawa integrability 190
A counterexample concerning a condition of Ogawa integrability. 190
Spot volatility estimation using the Laplace transform 186
A comparison result for backward-forward stochastic differential equations with applications to decision theory 186
Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options 184
Computation of volatility in stochasticvolatility models with high frequency data 184
Instantaneous liquidity rate, its econometric measurement by volatility feedback 182
Diffusion Processes with respect to Free Brownian Motion. 182
Fourier Series Method for measurement of multivariate volatilities 180
Quantitative developments in financial volatility—theory and practice 180
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables. 179
Rate Efficient Asymptotic Normality for the Fourier Estimator of the Leverage Process 179
Free Noise Dilation of Semigroups of Countable State Markov Processes. 176
Some results of stable convergence for exchangeable random variables in Hilbert spaces 175
The price volatility feedback rate: an implementable mathematical indicator of market stability 175
Harmonic analysis methods for nonparametric estimation of volatility: theory and applications 174
Non linear feedback effects of hedging strategies. 174
Non-parametric computation of Greeks using high frequency data 174
A Taylor Formula to Price and Hedge European Contingent Claims. 172
The role of firm's net cash payouts in Leland's (1994) model 166
Estimation of quarticity with high frequency data 165
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts 164
Volatility and volatility linked derivatives: estimation, modeling and pricing. 163
Asymptotic normality and finite-sample robustness of the Fourier spot volatility estimator in the presence of microstructure noise 159
Multivariate volatility estimation with high frequency data usingFourier method 159
Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data 157
Fourier Estimation Method Applied to Forward Interest Rates 157
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise. 153
Optimal strategies in a risky-debt context. 150
A fractional model for the COVID-19 pandemic: Application to Italian data 148
Representation results in the context of Wigner analysis. 144
Identifying the number of latent factors of stochastic volatility models. 143
Skorohod Integral for a particular class of nonadapted processes 141
Volatility Estimation via Fourier Analysis 137
The Fourier estimation method with positive semi-definite estimators 136
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups. 134
Capital Structure with Firm's Net Cash Payout. 134
Some convergence properties of the Ogawa integral relative to a martingale. 131
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims. 129
Fourier-Malliavin volatility estimation Theory and Practice 129
Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix 128
Spot beta estimation with asynchronous noisy prices 118
Harmonic analysis methods for nonparametic estimation of votality : theory and applications 117
A Taylor type formula for pure jump additive processes and its application to risk minimization' 84
Beyond Average Hive Performance: Tail Risk Measurement in Italian Apiculture With Honey-at-Risk 22
Totale 10.885
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Categoria #
all - tutte 27.947
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 27.947
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022279 0 0 33 10 12 9 19 24 12 15 52 93
2022/2023860 97 119 34 45 70 171 137 37 103 6 26 15
2023/2024299 15 36 56 20 10 28 9 90 5 17 2 11
2024/20253.590 73 267 182 299 1.414 945 21 86 86 38 86 93
2025/20262.972 255 484 282 364 289 100 329 127 150 103 77 412
2026/2027361 77 102 182 0 0 0 0 0 0 0 0 0
Totale 10.885