The following pages link to Maria Elvira Mancino (Q198440):
Displaying 34 items.
- Asset pricing with endogeneous aspirations (Q698350) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- Dilatation vector fields on the loop group (Q1304655) (← links)
- Quantum stochastic differential equations driven by free noises and dilations of Markovian semigroups (Q1332505) (← links)
- A comparison result for FBSDE with applications to decisions theory (Q1397023) (← links)
- Instantaneous liquidity rate, its econometric measurement by volatility feedback (Q1600149) (← links)
- Fourier series method for measurement of multivariate volatilities (Q1848531) (← links)
- Rate-efficient asymptotic normality for the Fourier estimator of the leverage process (Q2073567) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- A Fourier transform method for nonparametric estimation of multivariate volatility (Q2388987) (← links)
- Some results of stable convergence for exchangeable random variables in Hilbert spaces (Q2752959) (← links)
- Computation of volatility in stochastic volatility models with high frequency data (Q2786036) (← links)
- Switching tax structure and payouts in endogenous bankruptcy models (Q2803515) (← links)
- Fourier estimation method applied to forward interest rates (Q2843201) (← links)
- Estimation of quarticity with high-frequency data (Q2873034) (← links)
- (Q2888087) (← links)
- Fourier volatility forecasting with high-frequency data and microstructure noise (Q2893211) (← links)
- Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
- Optimal strategies in a risky debt context (Q3396068) (← links)
- A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591) (← links)
- (Q4349238) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- DIFFUSION PROCESSES WITH RESPECT TO FREE BROWNIAN MOTION (Q4522399) (← links)
- High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
- (Q4949493) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (Q5312584) (← links)
- (Q5486568) (← links)
- Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (Q5487015) (← links)
- A fractional model for the COVID-19 pandemic: Application to Italian data (Q5859960) (← links)
- Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)
