Statistics
Publications
12
Citations
849
H-Index
12
Active since
2003
Loriano Mancini is an author at Swiss Finance Institute specializing in business, finance, and financial economics.
Publications per year
2003–2015
12
12
Out of sample forecasts of quadratic variation
Yacine Aı̈t-Sahalia, Loriano Mancini · Journal of Econometrics · 2008 · 161 citations · Full text
Quadratic variance swap models
Damir Filipović, Elise Gourier, Loriano Mancini · Journal of Financial Economics · 2015 · 98 citations · Full text
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