Tommaso Mariotti
Biographic Data
| ID | 7911984 |
|---|---|
| NAME | Tommaso Mariotti |
| GIVEN NAMES | Tommaso |
| FAMILY NAME | Mariotti |
| SIGNATURE | MARIOTTI T |
| AFFILIATIONS | University of Turin |
| ORCID | 0009-0007-4431-9442 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Asymptotic Normality and Finite-Sample Robustness of the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise
We study the efficiency and robustness of the Fourier spot volatility estimator when high-frequency prices are contaminated by microstructure noise. First, we show that the estimator is consistent and asymptotically efficient in the presence of additive noise, establishing a Central Limit Theorem (CLT) with the optimal rate of convergence n1/8. Additionally, we complete the asymptotic theory in the absence of noise, obtaining a CLT with the optim…
Preparedness and Response to the Covid-19 Emergency
In Italy, the coronavirus disease 2019 (COVID-19) emergency took hold in Lombardy and Veneto at the end of February 2020 and spread unevenly among the other regions in the following weeks. In Tuscany, the progressive increase of hospitalized COVID-19 patients required the set-up of a regional task force to prepare for and effectively respond to the emergency. In this case report, we aim to describe the key elements that have been identified and i…
No prominent works on this page.
Preparedness and Response to the Covid-19 Emergency
In Italy, the coronavirus disease 2019 (COVID-19) emergency took hold in Lombardy and Veneto at the end of February 2020 and spread unevenly among the other regions in the following weeks. In Tuscany, the progressive increase of hospitalized COVID-19 patients required the set-up of a regional task force to prepare for and effectively respond to the emergency. In this case report, we aim to describe the key elements that have been identified and i…
Asymptotic Normality and Finite-Sample Robustness of the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise
We study the efficiency and robustness of the Fourier spot volatility estimator when high-frequency prices are contaminated by microstructure noise. First, we show that the estimator is consistent and asymptotically efficient in the presence of additive noise, establishing a Central Limit Theorem (CLT) with the optimal rate of convergence n1/8. Additionally, we complete the asymptotic theory in the absence of noise, obtaining a CLT with the optim…
2019-20 coronavirus outbreak (1 work) · Applied Mathematics (1 work) · Asymptotic distribution (1 work) · Business (1 work) · Chemistry (1 work) · Composite material (1 work) · Coronavirus disease 2019 (COVID-19 (1 work) · COVID-19 and healthcare impacts (1 work) · COVID-19 Clinical Research Studies (1 work) · COVID-19 diagnosis using AI (1 work)