Loriano Mancini

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The term structure of equity and variance risk premia
Journal of Econometrics
2021-02-04Paper
Out of sample forecasts of quadratic variation
Journal of Econometrics
2016-06-22Paper
Option pricing with model-guided nonparametric methods
Journal of the American Statistical Association
2011-02-01Paper
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Journal of the American Statistical Association
2007-08-20Paper


Research outcomes over time


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