Search Results - "Mancino, E"

Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data by Mancino, M.E., Scotti, S., Toscano, G.

“…We empirically investigate the functional link between the variance swap rate and the spot variance. Using S&P500 data over the period 2006-2018, we find…”
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Revisiting P300 cognitive studies for dementia diagnosis: Early dementia with Lewy bodies (DLB) and Alzheimer disease (AD) by Bonanni, L, Franciotti, R, Onofrj, V, Anzellotti, F, Mancino, E, Monaco, D, Gambi, F, Manzoli, L, Thomas, A, Onofrj, M

“…Summary Aims of the study Earlier P300 studies were conducted when the prevalence of dementia with Lewy Bodies (DLB) was unknown. Our study aims to examine…”
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Genetic and Pathogenic Relatedness of Pseudoperonospora cubensis and P. humuli by MITCHELL, Melanie N, OCAMB, Cynthia M, GRÜNWALD, Niklaus J, MANCINO, Leah E, GENT, David H

“…The most economically important plant pathogens in the genus Pseudoperonospora (family Peronosporaceae) are Pseudoperonospora cubensis and P. humuli, causal…”
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Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise by Sanfelici, Simona, Mancino, Maria Elvira

“…We analyze the effects of market microstructure noise on the Fourier estimator of multivariate volatilities. We prove that the estimator is consistent in the…”
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P1.028 EEG dominant alpha frequency variability forecasts the appearance of fluctuating cognition in PDD patients by Bonanni, L, Franciotti, R, Thomas, A, Mancino, E, Iorio, E, Anzellotti, F, Onofrj, M

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P1.090 Attention network in AD and DLB patients: a resting fMRI study by Franciotti, R, Bonanni, L, Perrucci, G.M, D'Andreagiovanni, A, Maruotti, V, Iorio, E, Mancino, E, Anzellotti, F, Thomas, A, Romani, G.L, Onofrj, M

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Authors' reply to correspondence in response to "Will children reveal their secret? The coronavirus dilemma" by Midulla, F, Cristiani, L, Mancino, E

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B26 UPDATES IN PEDIATRIC LUNG INFECTIONS: Bronchiolitis During Peak And Non-Peak Months: Analysis Of 10 Consecutive Epidemics by Nenna, R, Frassanito, A, Petrarca, L, Cangiano, G, Sirianni, S, Mancino, E, Di Mario, C, Scagnolari, C, Pierangeli, A, Papoff, P, Moretti, C, Midulla, F

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Ascertainment bias in dementias: a secondary to tertiary centre analysis in Central Italy and conceptual review by Bonanni, L., Bontempo, G., Borrelli, I., Bifolchetti, S., Buongarzone, M. P., Carlesi, N., Carolei, A., Ciccocioppo, F., Colangelo, U., Colonna, G., Desiderio, M., Ferretti, S., Fiorelli, L., D’Alessio, O., D’Amico, A., D’Amico, M. C., De Lucia, R., Del Re, L., Di Blasio, F., Di Giacomo, R., Di Iorio, A., Di Santo, E., Di Giuseppe, M., Felice, N., Litterio, P., Gabriele, A., Mancino, E., Manzoli, L., Maruotti, V., Mearelli, S., Molino, G., Monaco, D., Nuccetelli, F., Onofrj, M., Perfetti, B., Sacchet, C., Sensi, F., Sensi, S., Sucapane, P., Taylor, J. P., Thomas, A., Viola, P., Viola, S., Zito, M., Zhuzhuni, H.

“…Background and aims Ascertainment bias (AB) indicates a bias of an evaluation centre in estimating the prevalence/incidence of a disease due to the specific…”
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A comparison result for FBSDE with applications to decisions theory by ANTONELLI, Fabio, BARUCCI, Emilio, MANCINO, Maria Elvira

“…In general, a comparison Lemma for the solutions of Forward-Backward Stochastic Differential Equations (FBSDE) does not hold. Here we prove one for the…”
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Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise by Mancino, M.E., Sanfelici, S.

“…The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias…”
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Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise : Statistical and computational methods in France by MANCINO, M. E, SANFELICI, S

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Fourier series method for measurement of multivariate volatilities by Malliavin, Paul, Mancino, Maria Elvira

“…We present a methodology based on Fourier series analysis to compute time series volatility when the data are observations of a semimartingale. The procedure…”
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Asset pricing with a forward–backward stochastic differential utility by Antonelli, Fabio, Barucci, Emilio, Mancino, Maria Elvira

“…In an intertemporal setting we model the anticipation–disappointment effect through a habit formation process which is a function of past consumption and of…”
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Effect of MON 12037 on the growth and tuber viability of purple nutsedge (Cyperus rotundus) by Molin, W.T, Maricic, A.A, Khan, R.A, Mancino, C.F

“…A field study was conducted in 1994 and 1995 to determine the efficacy of MON 12037 on purple nutsedge in a bermudagrass turf. The percentage of bermudagrass…”
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Dilatation Vector Fields on the Loop Group by Mancino, Maria Elvira

“…On the loop space L(G) over a compact connected Lie group G, we explicitly determine the first order differential operator Ct (dilatation vector field) such…”
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The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability by Barucci, Emilio, Malliavin, Paul, Mancino, Maria Elvira, Renò, Roberto, Thalmaier, Anton

“…Geometric analysis of iterated cross‐volatilities of asset prices is adopted to assess the stability of the (risk‐free) measure under infinitesimal…”
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Bulk Mechanical Behavior of Rootzone Sand Mixtures as Influenced by Particle Shape, Moisture and Peat by Mittal, Bhavishya, Yi, HoJae, Puri, Virendra M., McNitt, Andrew S., Mancino, Charles F.

“…Mechanical properties such as bulk modulus, shear modulus, and failure stress of rootzone sand mixtures are some of the key parameters in understanding the…”
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A rare case of a voluminous aneurysm of the hepatic artery. A computed tomographic, echo-Doppler and arteriographic study by Barile, V, Borraccia, F, Cammarota, A, Lamorgese, B, Mancino, D, Mancino, M E, Maroscia, D, Molfese, V

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Calcified gastric carcinoma. A case report and review of the literature by Borraccia, F, Barile, V, Cammarota, A, Conte, F, Molfese, V, Mancino, D, Mancino, M E, Lamorgese, B

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