| Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums L Mancini, A Ranaldo, J Wrampelmeyer The Journal of Finance 68 (5), 1805-1841, 2013 | 412 | 2013 |
| A GARCH option pricing model with filtered historical simulation G Barone-Adesi, RF Engle, L Mancini The review of financial studies 21 (3), 1223-1258, 2008 | 313 | 2008 |
| A GARCH option pricing model with filtered historical simulation G Barone-Adesi, RF Engle, L Mancini The review of financial studies 21 (3), 1223-1258, 2008 | 289 | 2008 |
| The term structure of variance swaps and risk premia Y Ait-Sahalia, M Karaman, L Mancini Swiss Finance Institute Research Paper, 2018 | 192* | 2018 |
| Out of sample forecasts of quadratic variation Y Aït-Sahalia, L Mancini Journal of Econometrics 147 (1), 17-33, 2008 | 188 | 2008 |
| The euro interbank repo market L Mancini, A Ranaldo, J Wrampelmeyer The Review of Financial Studies 29 (7), 1747-1779, 2016 | 157 | 2016 |
| The term structure of variance swaps and risk premia Y Ait-Sahalia, M Karaman, L Mancini Swiss Finance Institute Research Paper, 2018 | 127 | 2018 |
| Quadratic variance swap models D Filipović, E Gourier, L Mancini Journal of Financial Economics 119 (1), 44-68, 2016 | 93 | 2016 |
| Robust value at risk prediction L Mancini, F Trojani Journal of financial econometrics 9 (2), 281-313, 2011 | 78 | 2011 |
| Robust value at risk prediction L Mancini, F Trojani Journal of financial econometrics 9 (2), 281-313, 2011 | 78 | 2011 |
| Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models L Mancini, E Ronchetti, F Trojani Journal of the American Statistical Association 100 (470), 628-641, 2005 | 61 | 2005 |
| Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models L Mancini, E Ronchetti, F Trojani Journal of the American Statistical Association 100 (470), 628-641, 2005 | 61 | 2005 |
| Detecting abnormal trading activities in option markets M Chesney, R Crameri, L Mancini Journal of Empirical Finance 33, 263-275, 2015 | 59 | 2015 |
| A GARCH option pricing model in incomplete markets G Barone-Adesi, RF Engle, L Mancini Review of Financial Studies 21 (3), 1223-1258, 2008 | 41 | 2008 |
| Option pricing with model-guided nonparametric methods J Fan, L Mancini Journal of the American Statistical Association 104 (488), 1351-1372, 2009 | 39 | 2009 |
| A tale of two investors: Estimating optimism and overconfidence G Barone-Adesi, L Mancini, H Shefrin 26th Australasian Finance and Banking Conference, 2013 | 29 | 2013 |
| The term structure of equity and variance risk premia Y Aït-Sahalia, M Karaman, L Mancini Journal of Econometrics 219 (2), 204-230, 2020 | 21 | 2020 |
| Sentiment, asset prices, and systemic risk G Barone-Adesi, L Mancini, H Shefrin Swiss Finance Institute Research Paper, 2012 | 21 | 2012 |
| Sentiment, risk aversion, and time preference G Barone-Adesi, L Mancini, H Shefrin Swiss Finance Institute Research Paper Series, 2012 | 14 | 2012 |
| Sentiment, risk aversion, and time preference G Barone-Adesi, L Mancini, H Shefrin Swiss Finance Institute Research Paper Series, 2012 | 14 | 2012 |
