Maria Elvira Mancino

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Maria Elvira Mancino trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Emilio Barucci
  2. Ole E. Barndorff-Nielsen
  3. P. R. Hansen
  4. Lan Zhang
  5. N. Shephard
  6. Asger Lunde
  7. Roberto Renò

Papers from Maria Elvira Mancino's perspective

Ordered by how strongly the researchers Maria Elvira Mancino trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  2. Realized Variance and Market Microstructure Noise
  3. Integrated Covariance Estimation using High-frequency Data in the Presence of Noise
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Estimating Covariation: Epps Effect, Microstructure Noise
  6. Consistent High-precision Volatility from High-frequency Data
  7. On measuring volatility and the GARCH forecasting performance
  8. Stochastic Calculus of Variations in Mathematical Finance
  9. ANOVA for diffusions and Itô processes
  10. Separating Microstructure Noise from Volatility

Their papers