Maria Elvira Mancino

Maria Elvira Mancino

Università degli Studi di Firenze - Firenze / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1799992
University of Florence
person_outline Maria Elvira Mancino's MOST POPULAR ARTICLES
1-) Fourier series method for measurement of multivariate volatilitiesP Malliavin, ME MancinoFinance and Stochastics 6 (1), 49-61, 20023072002
2-) A Fourier transform method for nonparametric estimation of multivariate volatilityP Malliavin, ME MancinoThe Annals of Statistics 37 (4), 1983-2010, 20091582009
3-) Robustness of Fourier estimator of integrated volatility in the presence of microstructure noiseME Mancino, S SanfeliciComputational Statistics & data analysis 52 (6), 2966-2989, 20081162008
4-) Estimating covariance via Fourier method in the presence of asynchronous trading and microstructure noiseME Mancino, S SanfeliciJournal of financial econometrics 9 (2), 367-408, 2011462011
5-) Fourier-Malliavin volatility estimation: Theory and practiceME Mancino, MC Recchioni, S SanfeliciSpringer International Publishing, 2017432017