C. Mancini

发表

Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model

C. Mancini, 2004 .

Threshold Estimation of Jump-Diffusion Models and Interest Rate Modeling

R. Renò, C. Mancini, 2008 .

Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process

C. Mancini, 2008 .

Truncated Realized Covariance When Prices Have Infinite Variation Jumps

C. Mancini, 2014 .

Identifying the covariation between the diffusion parts and the co-jumps given discrete observations

C. Mancini, F. Gobbi, 2006, math/0610621.

Spot volatility estimation using delta sequences

R. Renò, C. Mancini, Vanessa Mattiussi, 2015, Finance and Stochastics.

Optimum thresholding using mean and conditional mean squared error

J. E. Figueroa-L'opez, C. Mancini, 2017, Journal of Econometrics.

Disentangling the jumps of the diffusion in a geometric jumping Brownian motion

Cecilia Mancini, C. Mancini, 2001 .

Nonparametric tests for pathwise properties of semimartingales

Rama Cont, Cecilia Mancini, R. Cont, 2011, 1104.4429.

Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

Cecilia Mancini, C. Mancini, 2006, math/0607378.

Threshold estimation of Markov models with jumps and interest rate modeling

R. Renò, C. Mancini, 2011 .

Nonparametric Tests for Analyzing the Fine Structure of Price Fluctuations

Rama Cont, Cecilia Mancini, R. Cont, 2007 .

Spot volatility estimation using delta sequences

Cecilia Mancini, Vanessa Mattiussi, Roberto Renò, 2010, Finance Stochastics.

Nonparametric estimation in models with Lévy type jumps and stochastic volatility

R. Renò, C. Mancini, 2005 .

IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS

C. Mancini, F. Gobbi, 2012, Econometric Theory.

Warnings About Future Jumps: Properties of the Exponential Hawkes Model

Rachele Foschi, C. Mancini, Francesca Lilla, 2019, SSRN Electronic Journal.