Non‐parametric threshold estimation for models with stochastic diffusion coefficient and jumps C Mancini Scandinavian Journal of Statistics 36 (2), 270-296, 2009 | 510 | 2009 |

Disentangling the jumps of the diffusion in a geometric jumping Brownian motion C Mancini Giornale dell'Istituto Italiano degli Attuari 64, 19-47, 2001 | 254 | 2001 |

Estimation of the characteristics of the jumps of a general Poisson-diffusion model C Mancini Scandinavian Actuarial Journal 2004 (1), 42-52, 2004 | 142 | 2004 |

Identifying the brownian covariation from the co-jumps given discrete observations C Mancini, F Gobbi Econometric Theory 28 (2), 249-273, 2012 | 98 | 2012 |

Nonparametric tests for pathwise properties of semimartingales R Cont, C Mancini | 91 | 2011 |

Threshold estimation of Markov models with jumps and interest rate modeling C Mancini, R Renò Journal of Econometrics 160 (1), 77-92, 2011 | 84 | 2011 |

Estimating the integrated volatility in stochastic volatility models with Lévy type jumps C Mancini working paper, University of Firenze, 2006 | 57 | 2006 |

Spot volatility estimation using delta sequences C Mancini, V Mattiussi, R Renò Finance and Stochastics 19, 261-293, 2015 | 56 | 2015 |

The speed of convergence of the threshold estimator of integrated variance C Mancini Stochastic processes and their applications 121 (4), 845-855, 2011 | 33 | 2011 |

Optimum thresholding using mean and conditional mean squared error JE Figueroa-López, C Mancini Journal of Econometrics 208 (1), 179-210, 2019 | 32 | 2019 |

Nonparametric tests for analyzing the fine structure of price fluctuations R Cont, C Mancini Columbia University Financial Engineering Report, 2007 | 29 | 2007 |

Threshold estimation of jump-diffusion models and interest rate modeling C Mancini, R Reno Available at SSRN 1158439, 2008 | 24 | 2008 |

Identifying the covariation between the diffusion parts and the co-jumps given discrete observations F Gobbi, C Mancini arXiv preprint math/0610621, 2006 | 22 | 2006 |

Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process C Mancini Statistics & probability letters 78 (7), 869-879, 2008 | 21 | 2008 |

Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps F Gobbi, C Mancini Noise and Stochastics in Complex Systems and Finance 6601, 234-241, 2007 | 20 | 2007 |

Statistics of a Poisson-Gaussian process C Mancini Dipartimento di Matematica per le Decisioni, Universita di Firenze, 2003 | 17 | 2003 |

The European options hedge perfectly in a Poisson-Gaussian stock market model C Mancini Applied Mathematical Finance 9 (2), 87-102, 2002 | 15 | 2002 |

Jumps C Mancini, F Calvori Handbook of Volatility Models and Their Applications, 403-445, 2012 | 13 | 2012 |

Identifying the diffusion covariation and the co-jumps given discrete observations F Gobbi, C Mancini arXiv preprint math/0610621, 2008 | 10 | 2008 |

Threshold estimation of jump-diffusion models and interest rate modelling C Mancini, R Reno Atti del XXX Convegno AMASES, 2006 | 7 | 2006 |