cecilia mancini
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Non‐parametric threshold estimation for models with stochastic diffusion coefficient and jumps
C Mancini
Scandinavian Journal of Statistics 36 (2), 270-296, 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
Thyroid hormones affect neurogenesis in the dentate gyrus of adult rat
P Ambrogini, R Cuppini, P Ferri, C Mancini, S Ciaroni, A Voci, E Gerdoni, ...
Neuroendocrinology 81 (4), 244-253, 2005
Learning may reduce neurogenesis in adult rat dentate gyrus
P Ambrogini, L Orsini, C Mancini, P Ferri, S Ciaroni, R Cuppini
Neuroscience letters 359 (1-2), 13-16, 2004
Estimation of the characteristics of the jumps of a general Poisson-diffusion model
C Mancini
Scandinavian Actuarial Journal 2004 (1), 42-52, 2004
Identifying the brownian covariation from the co-jumps given discrete observations
C Mancini, F Gobbi
Econometric Theory 28 (2), 249-273, 2012
Nonparametric tests for pathwise properties of semimartingales
R Cont, C Mancini
Threshold estimation of Markov models with jumps and interest rate modeling
C Mancini, R Ren˛
Journal of Econometrics 160 (1), 77-92, 2011
Persistently high corticosterone levels but not normal circadian fluctuations of the hormone affect cell proliferation in the adult rat dentate gyrus
P Ambrogini, L Orsini, C Mancini, P Ferri, I Barbanti, R Cuppini
Neuroendocrinology 76 (6), 366-372, 2002
Spot volatility estimation using delta sequences
C Mancini, V Mattiussi, R Ren˛
Finance and Stochastics 19, 261-293, 2015
Estimating the integrated volatility in stochastic volatility models with LÚvy type jumps
C Mancini
working paper, University of Firenze, 2006
Optimum thresholding using mean and conditional mean squared error
JE Figueroa-Lˇpez, C Mancini
Journal of Econometrics 208 (1), 179-210, 2019
The speed of convergence of the threshold estimator of integrated variance
C Mancini
Stochastic processes and their applications 121 (4), 845-855, 2011
Nonparametric tests for analyzing the fine structure of price fluctuations
R Cont, C Mancini
Columbia University Financial Engineering Report, 2007
Properties of grain boundaries in bulk, melt processed Y–Ba–Cu–O fabricated using bridge-shaped seeds
YH Shi, JH Durrell, AR Dennis, NH Babu, CE Mancini, DA Cardwell
Superconductor Science and Technology 25 (4), 045006, 2012
Threshold estimation of jump-diffusion models and interest rate modeling
C Mancini, R Reno
Available at SSRN 1158439, 2008
Growth of large sized Y Ba2Cu3O7 single crystals using the top seeded melt growth process
NH Babu, KP Jackson, AR Dennis, YH Shi, C Mancini, JH Durrell, ...
Superconductor Science and Technology 25 (7), 075012, 2012
Identifying the covariation between the diffusion parts and the co-jumps given discrete observations
F Gobbi, C Mancini
arXiv preprint math/0610621, 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
Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity LÚvy jumps
F Gobbi, C Mancini
Noise and stochastics in complex systems and finance 6601, 234-241, 2007
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