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researcher

M. Mancino

7 papers hereh-index 13932 citations73 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author4
  • last author1

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • q-fin.ST2
  • q-bio.PE1
  • q-fin.MF1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20092023
most citedA Fourier transform method for nonparametric estimation of multivariate volatility

126 citations · 127 across the 6 of their papers we have counts for

collaborators
Showing q-bio.PEShow all

1 paper · 1 filter

q-bio.PE2020

A fractional model for the COVID-19 pandemic: Application to Italian data

Elisa Alòs, Maria Elvira Mancino, Raúl Merino +1

We provide a probabilistic SIRD model for the COVID-19 pandemic in Italy, where we allow the infection, recovery and death rates to be random. In particular, the underlying random…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.