Maria Elvira Mancino

According to our database¹, Maria Elvira Mancino authored at least 4 papers between 2001 and 2021.

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2021

On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?

[BibT_eX]

[DOI]

Commun. Stat. Simul. Comput., 2021

2012

Fourier estimation method applied to forward interest rates.

[BibT_eX]

[DOI]

JSIAM Lett., 2012

2002

Fourier series method for measurement of multivariate volatilities.

[BibT_eX]

[DOI]

Finance Stochastics, 2002

2001

A comparison result for FBSDE with applications to decisions theory.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2001