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Publications for Mancini, L

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Number of items: 14.

2015

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2015). Detecting abnormal trading activities in option markets. Journal of Empirical Finance, 33:263-275.

Van Nieuwenhove, Vincent; De Beenhouwer, Jan; De Carlo, Francesco; Mancini, Lucia; Marone, Federica; Sijbers, Jan (2015). Dynamic intensity normalization using eigen flat fields in X-ray imaging. Optics Express, 23(21):27975-27989.

Pistone, Mattia; Arzilli, Fabio; Dobson, Katherine J; Cordonnier, BenoƮt; Reusser, Eric; Ulmer, Peter; Marone, Federica; Whittington, Alan G; Mancini, Lucia; Fife, Julie L; Blundy, Jonathan D (2015). Gas-driven filter pressing in magmas: Insights into in-situ melt segregation from crystal mushes. Geology, 43(8):699-702.

2014

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2014). Detecting informed trading activities in the options markets. NCCR FINRISK Working Paper 560, University of Zurich.

O'Shaughnessy, Cedrick; Brun, Francesco; Mancini, Lucia; Fife, Julie L; Baker, Don R (2014). Modeling the failure of magmatic foams with application to Stromboli volcano, Italy. Earth and planetary science letters, 403:246-253.

Calchi Novati, S; Bozza, V; Bruni, I; Dall'Ora, M; De Paolis, F; Dominik, M; Gualandi, R; Ingrosso, G; Jetzer, Ph; Mancini, L; Nucita, A; Safonova, M; Scarpetta, G; Sereno, M; Strafella, F; Subramaniam, A; Gould, A (2014). The M31 pixel lensing plan campaign: MACHO lensing and self-lensing signals. Astrophysical Journal, 783(2):86.

2012

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2012). Detecting informed trading activities in the options markets: Appendix on subprime financial crisis. NCCR FINRISK Working Paper Series 726, University of Zurich.

2010

Calchi Novati, S; Dall'Ora, M; Gould, A; Bozza, V; Bruni, I; De Paolis, F; Dominik, M; Gualandi, R; Ingrosso, G; Jetzer, P; Mancini, L; Nucita, A; Scarpetta, G; Sereno, M; Strafella, F (2010). M31 pixel lensing event OAB-N2: a study of the lens proper motion. Astrophysical Journal, 717(2):987.

2009

Mancini, Loriano; Fan, Jianqing (2009). Option pricing with model-guided nonparametric methods. Journal of the American Statistical Association, 104(488):1351-1372.

Calchi Novati, S; Bozza, V; De Paolis, F; Dominik, M; Ingrosso, G; Jetzer, P; Mancini, L; Nucita, A; Scarpetta, G; Sereno, M; Strafella, F (2009). Candidate microlensing events from M31 observations with the Loiano telescope. Astrophysical Journal, 695(1):442-454.

2008

Ait-Sahalia, Yacine; Mancini, Loriano (2008). Out of sample forecasts of quadratic variation. Journal of Econometrics, 147(1):17-33.

Barone-Adesi, Giovanni; Engle, Robert F; Mancini, Loriano (2008). A GARCH option pricing model with filtered historical simulation. Review of Financial Studies, 21(3):1223-1258.

Calchi Novati, S; de Luca, F; Jetzer, P; Mancini, L; Scarpetta, G (2008). Microlensing constraints on the galactic bulge initial mass function. Astronomy and Astrophysics, 480(3):723-733.

2005

Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio (2005). Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models. Journal of the American Statistical Association, 100(470):628-641.

This list was generated on Thu Apr 25 22:52:00 2019 CEST.