Cecilia Mancini

Finance · 2001–2012

A researcher in the Science corpus: 6 papers; trusts 32 researchers and is trusted by 43 researchers here, as inferred from the citation graph.

Subfields

Whom Cecilia Mancini trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. René L. Schilling
  3. Jean Jacod
  4. Yacine Aït-Sahalia
  5. Peter P. Carr
  6. N. Shephard
  7. Vivek Bhattacharya
  8. Michael Johannes
  9. Rama Cont
  10. Torben G. Andersen

Who trusts Cecilia Mancini overall

  1. Tim Bollerslev
  2. V. Todorov
  3. Rama Cont
  4. Jean Jacod
  5. Markus Bibinger
  6. Mark Podolskij
  7. Mathias Vetter
  8. Yacine Aït-Sahalia
  9. Hiroki Masuda
  10. Jia Li

Papers from Cecilia Mancini's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. An empirical investigation of continuous-time equity return models
  3. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  4. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  5. Separating Microstructure Noise from Volatility
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Financial Modelling with Jump Processes
  9. The Distribution of Realized Exchange Rate Volatility
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers