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Publications by Maria Elvira Mancino

Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency With Liquid and Illiquid High-Frequency Data

Multidisciplinary

English

Some Results of Stable Convergence for Exchangeable Random Variables in Hilbert Spaces

Теория вероятностей и ее применения

English

Related publications

High Frequency Data, Frequency Domain Inference and Volatility Forecasting

SSRN Electronic Journal

English

Leverage and Volatility Feedback Effects in High-Frequency Data

Journal of Financial Econometrics

English

Bounds for the Asymptotic Normality of the Maximum Likelihood Estimator Using the Delta Method

English

Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility

SSRN Electronic Journal

English

Asymptotic Normality of Posterior Distributions in High-Dimensional Linear Models

English

High-Frequency Data and the Effectiveness of the Spot Exchange Rate EUR/USD

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

Biological Sciences

English

Evaluating Volatility Forecasts With Ultra-High-Frequency Data—Evidence From the Australian Equity Market

Theoretical Economics Letters

English

On Asymptotic Normality in Nonlinear Regression

Statistics and Probability Letters

English

Spot Gluing by High-Frequency Heating

Multidisciplinary

English