MANCINO, MARIA ELVIRA
 Distribuzione geografica
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Continente #
NA - Nord America 2.442
EU - Europa 1.289
AS - Asia 277
AF - Africa 9
SA - Sud America 3
OC - Oceania 1
Totale 4.021
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Nazione #
US - Stati Uniti d'America 2.432
IT - Italia 249
IE - Irlanda 230
PL - Polonia 205
UA - Ucraina 157
SE - Svezia 133
HK - Hong Kong 123
RU - Federazione Russa 95
DE - Germania 91
CN - Cina 67
GB - Regno Unito 45
FI - Finlandia 44
SG - Singapore 44
JO - Giordania 21
AT - Austria 11
FR - Francia 10
CA - Canada 9
SC - Seychelles 9
TR - Turchia 8
VN - Vietnam 8
NL - Olanda 6
BR - Brasile 3
CH - Svizzera 3
ES - Italia 3
GR - Grecia 2
JP - Giappone 2
TW - Taiwan 2
AL - Albania 1
BE - Belgio 1
HR - Croazia 1
IN - India 1
KR - Corea 1
LU - Lussemburgo 1
MX - Messico 1
NZ - Nuova Zelanda 1
RO - Romania 1
Totale 4.021
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Città #
Fairfield 419
Dublin 230
Jacksonville 212
Warsaw 202
Woodbridge 196
Cambridge 193
Ashburn 190
Houston 162
Chandler 155
Seattle 150
Wilmington 140
Hong Kong 80
Princeton 61
Lawrence 59
Altamura 56
Beijing 53
Ann Arbor 46
Florence 37
Singapore 36
Boston 33
Medford 31
Boardman 28
San Diego 24
Moscow 15
Frankfurt Am Main 14
Norwalk 14
Scuola 12
West Jordan 8
Castelfiorentino 6
Izmir 6
Saint Petersburg 6
Vienna 6
Chiusi 5
Hillsboro 5
Los Angeles 5
Milan 5
Pisa 5
Auburn Hills 4
Como 4
London 4
Redwood City 4
Rome 4
Santa Clara 4
Schlangen 4
Toronto 4
Verona 4
Barcelona 3
Berlin 3
Guangzhou 3
Pistoia 3
Viareggio 3
Andover 2
Brooklyn 2
Buffalo 2
Cecina 2
Cervia 2
Chions 2
Dong Ket 2
Hanoi 2
Munich 2
New York 2
Parauapebas 2
Philadelphia 2
Rapallo 2
Redmond 2
Scarborough 2
Sestri Levante 2
Tappahannock 2
Tivoli 2
Villa San Giovanni 2
Zurich 2
Acton 1
Agliana 1
Allen 1
Arnsberg 1
Auckland 1
Bergamo 1
Bern 1
Capannori 1
Casciana Terme 1
Cedar Knolls 1
Chengdu 1
Colonia 1
Concord 1
Core 1
Cortona 1
Edinburgh 1
Elk Grove Village 1
Elmhurst 1
Falls Church 1
Fara 1
Guardiagrele 1
Hanover 1
Hounslow 1
Impruneta 1
Jinhua 1
Kilburn 1
La Spezia 1
Laurel 1
Livorno 1
Totale 3.025
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Nome #
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 213
Cost analysis of blood purification: a tool for decision making. 166
Fourier volatility forecasting with high frequency data and microstructure noise 129
High frequency volatility of volatility estimation free from spot volatility estimates 116
Switching tax structure and payouts in endogenous bankruptcy models 102
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics 98
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? 98
Asymptotic results for the Fourier estimator of the integrated quarticity 98
Identifying financial instability conditions using high frequency data 94
Asset pricing with a forward-backward stochastic differential utility. 93
Asset Pricing with Endogenous Aspirations. 92
Dynamic principal component analysis of multivariate volatility via Fourier analysis. 91
Some results of stable convergence for exchangeable random variables in Hilbert spaces 89
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 87
The price volatility feedback rate: an implementable mathematical indicator of market stability 86
A Fourier transform method for nonparametric estimation of multivariate volatility. 84
Estimation of quarticity with high frequency data 84
Fourier Series Method for measurement of multivariate volatilities 82
Free Noise Dilation of Semigroups of Countable State Markov Processes. 82
Non linear feedback effects of hedging strategies. 82
Computation of volatility in stochasticvolatility models with high frequency data 82
Spot volatility estimation using the Laplace transform 82
Harmonic analysis methods for nonparametric estimation of volatility: theory and applications 81
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise 81
A counterexample concerning a condition of Ogawa integrability. 81
Instantaneous liquidity rate, its econometric measurement by volatility feedback 80
Dilatation Vector Fields on the Loop Group 80
A counter-example concerning a condition of Ogawa integrability 77
Diffusion Processes with respect to Free Brownian Motion. 76
A Taylor Formula to Price and Hedge European Contingent Claims. 75
Optimal strategies in a risky-debt context. 73
Fourier Estimation Method Applied to Forward Interest Rates 72
Boundary Spot Volatility Estimation using the Laplace Tran sform 67
The role of firm's net cash payouts in Leland's (1994) model 67
Multivariate volatility estimation with high frequency data usingFourier method 64
Volatility and volatility linked derivatives: estimation, modeling and pricing. 63
Non-parametric computation of Greeks using high frequency data 59
Is the variance swap rate affine in the spot variance? Evidence from S&P500 data 56
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise. 56
A comparison result for backward-forward stochastic differential equations with applications to decision theory 53
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables. 52
Rate Efficient Asymptotic Normality for the Fourier Estimator of the Leverage Process 52
Representation results in the context of Wigner analysis. 49
Volatility Estimation via Fourier Analysis 49
A fractional model for the COVID-19 pandemic: Application to Italian data 46
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups. 45
Some convergence properties of the Ogawa integral relative to a martingale. 43
Quantitative developments in financial volatility—theory and practice 43
Skorohod Integral for a particular class of nonadapted processes 41
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims. 39
Capital Structure with Firm's Net Cash Payout. 34
Harmonic analysis methods for nonparametic estimation of votality : theory and applications 29
Fourier-Malliavin volatility estimation Theory and Practice 28
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts 27
The Fourier estimation method with positive semi-definite estimators 20
Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options 12
Totale 4.100
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Categoria #
all - tutte 12.649
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 12.649
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020905 0 86 27 88 92 126 94 126 91 58 97 20
2020/2021604 54 47 49 51 29 74 18 64 48 86 30 54
2021/2022337 11 47 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
2024/2025138 73 65 0 0 0 0 0 0 0 0 0 0
Totale 4.100