Concepedia
Statistics
Publications
18
Citations
791
H-Index
13
Active since
2001
Affiliations
University of Florence(Current)
University of Parma
University of Pisa
University of Chieti-Pescara
Marche Polytechnic University
Maria Elvira Mancino is an author at University of Florence specializing in volatility modeling, economics, and finance.
Publications per year
2001–2022
Fourier series method for measurement of multivariate volatilities
Paul Malliavin, Maria Elvira Mancino · Finance and Stochastics · 2002 · 248 citations
Natural Sciences, Chemistry, Analytical Chemistry +13
A fourier transform method for nonparametric estimation of multivariate volatility
Paul Malliavin, Maria Elvira Mancino · 2012 · 154 citations
Business, Finance, Mathematics +17
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
Maria Elvira Mancino, Simona Sanfelici · Computational Statistics & Data Analysis · 2007 · 99 citations
Business, Economics, Finance +17
Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise
Maria Elvira Mancino, Simona Sanfelici · Journal of Financial Econometrics · 2011 · 38 citations
Business, Economics, Finance +16
Asset pricing with a forward–backward stochastic differential utility
Fabio Antonelli, Emilio Barucci, Maria Elvira Mancino · Economics Letters · 2001 · 31 citations
Business, Economics, Finance +11
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