Cecilia Mancini

Identifiers

• name variant Cecilia Mancini 0.60 · backfill

Papers (5)

1. Optimum thresholding using mean and conditional mean square error q-fin.ST · 2017 · author #2
2. Nonparametric tests for pathwise properties of semimartingales math.ST · 2011 · author #2
3. Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps math.PR · 2007 · author #2
4. Identifying the covariation between the diffusion parts and the co-jumps given discrete observations math.PR · 2006 · author #2
5. Non parametric threshold estimation for models with stochastic diffusion coefficients and jumps math.ST · 2006 · author #1

Mentions

• 1104.4429 #2 · backfill · confidence 0.70 Cecilia Mancini
• 0705.1268 #2 · backfill · confidence 0.70 Cecilia Mancini

Frequent Coauthors

• Fabio Gobbi 2 shared papers
• Jos\'e E. Figueroa-L\'opez 1 shared papers
• Rama Cont 1 shared papers