4. Mathematics
  5. Statistics Theory

Cecilia Mancini

Mathematics – Statistics Theory

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Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps

Mathematics – Probability
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Identifying the covariation between the diffusion parts and the co-jumps given discrete observations

Mathematics – Probability
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Non parametric threshold estimation for models with stochastic diffusion coefficients and jumps

Mathematics – Statistics Theory
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Nonparametric tests for pathwise properties of semimartingales

Mathematics – Statistics Theory
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Profile ID: LFWR-SCP-P-286248

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