Roberto Renò
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Roberto |
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Renò |
Identifer
Contact
Affiliations
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Università degli Studi di Verona
/ Facoltà di Economia
/ Dipartimento di Scienze Economiche
Research profile
author of:
- Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect (RePEc:arx:papers:0810.4912)
by Simone Bianco & Fulvio Corsi & Roberto Reno' - Trading strategies in the Italian interbank market (RePEc:arx:papers:physics/0611023)
by Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli - The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system (RePEc:bdi:wptemi:td_475_03)
by Emilio Barucci & Claudio Impenna & Roberto Reno - Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims (RePEc:bla:ecnote:v:31:y:2002:i:3:p:565-568)
by Roberto Renò - Nonparametric Estimation Of The Diffusion Coefficient Of Stochastic Volatility Models (RePEc:cup:etheor:v:24:y:2008:i:05:p:1174-1206_08)
by Renò, Roberto - On measuring volatility of diffusion processes with high frequency data (RePEc:eee:ecolet:v:74:y:2002:i:3:p:371-378)
by Barucci, Emilio & Reno, Roberto - Nonparametric estimation of stochastic volatility models (RePEc:eee:ecolet:v:90:y:2006:i:3:p:390-395)
by Reno, Roberto - Threshold bipower variation and the impact of jumps on volatility forecasting (RePEc:eee:econom:v:159:y:2010:i:2:p:276-288)
by Corsi, Fulvio & Pirino, Davide & Renò, Roberto - Threshold estimation of Markov models with jumps and interest rate modeling (RePEc:eee:econom:v:160:y:2011:i:1:p:77-92)
by Mancini, Cecilia & Renò, Roberto - Time-varying leverage effects (RePEc:eee:econom:v:169:y:2012:i:1:p:94-113)
by Bandi, Federico M. & Renò, Roberto - Credit risk analysis of mortgage loans: An application to the Italian market (RePEc:eee:ejores:v:163:y:2005:i:1:p:83-93)
by Mari, Carlo & Reno, Roberto - On measuring volatility and the GARCH forecasting performance (RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200)
by Barucci, Emilio & Reno, Roberto - Price and volatility co-jumps (RePEc:eee:jfinec:v:119:y:2016:i:1:p:107-146)
by Bandi, F.M. & Renò, R. - Is volatility lognormal? Evidence from Italian futures (RePEc:eee:phsmap:v:322:y:2003:i:c:p:620-628)
by Renò, Roberto & Rizza, Rosario - Statistical properties of trading volume depending on size (RePEc:eee:phsmap:v:346:y:2005:i:3:p:518-528)
by Pasquale, Maria & Renò, Roberto - Trading strategies in the Italian interbank market (RePEc:eee:phsmap:v:376:y:2007:i:c:p:467-479)
by Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido - Spot Volatility Estimation Using Delta Sequences (RePEc:flo:wpaper:2012-10)
by Cecilia Mancini & Vanessa Mattiussi & Roberto Reno' - Threshold bipower variation and the impact of jumps on volatility forecasting (RePEc:hal:journl:hal-00741630)
by Fulvio Corsi & Davide Pirino & Roberto Renò - Nonparametric Stochastic Volatility (RePEc:hst:ghsdps:gd08-035)
by Federico M. Bandi & Roberto Reno - Volatility Forecasting: The Jumps Do Matter (RePEc:hst:ghsdps:gd08-036)
by Fulvio Corsi & Davide Pirino & Roberto Reno - Asset Price Anomalies under Bounded Rationality (RePEc:kap:compec:v:23:y:2004:i:3:p:255-269)
by Emilio Barucci & Roberto Monte & Roberto Renò - Multi-jumps (RePEc:pad:wpaper:0185)
by Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ - Multi-jumps (RePEc:pra:mprapa:58175)
by Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto - Asset Price Anomalies Under Bounded Rationality (RePEc:rtv:ceisrp:19)
by Emilio Barucci & Roberto Monte & Roberto Reno - The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System (RePEc:rtv:ceisrp:24)
by Emilio Barucci & Claudio Impenna & Roberto Reno - Spot volatility estimation using delta sequences (RePEc:spr:finsto:v:19:y:2015:i:2:p:261-293)
by Cecilia Mancini & Vanessa Mattiussi & Roberto Renò - Which Model for the Italian Interest Rates? (RePEc:ssa:lemwps:2002/02)
by Monica Gentile & Roberto Renò - Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting (RePEc:ssa:lemwps:2010/11)
by Fulvio Corsi & Davide Pirino & Roberto Reno' - Integration of international bond markets: did anything change with EMU? (RePEc:taf:apeclt:v:14:y:2007:i:11:p:829-832)
by Nicola Lamedica & Roberto Reno - Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (RePEc:taf:apmtfi:v:12:y:2005:i:2:p:187-199)
by Maria Elvira Mancino & Roberto Reno - Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution (RePEc:taf:apmtfi:v:13:y:2006:i:2:p:143-153)
by Carlo Mari & Roberto Reno - Unexpected volatility and intraday serial correlation (RePEc:taf:quantf:v:9:y:2009:i:4:p:465-475)
by Simone Bianco & Roberto Reno - Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling (RePEc:usi:wpaper:440)
by Roberto Reno' - A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient (RePEc:usi:wpaper:445)
by Roberto Reno' & Antonio Roma & Stephen Schaefer - Nonparametric estimation in models with Lévy type jumps and stochastic volatility (RePEc:usi:wpaper:451)
by Cecilia Mancini & Roberto Renò - Production of a New Drug: A Sequential Investment ProcessUnder Uncertainty (RePEc:usi:wpaper:453)
by Marcello Basili & Roberto Renò & Carlo Zappia - Unbiased covariance estimation with interpolated data (RePEc:usi:wpaper:502)
by Taro Kanatani & Roberto Reno' - Volatility forecasting: the jumps do matter (RePEc:usi:wpaper:534)
by Fulvio Corsi & Davide Pirino & Roberto Renò - Dynamics of intraday serial correlation in the Italian futures market (RePEc:wly:jfutmk:v:26:y:2006:i:1:p:61-84)
by Simone Bianco & Roberto Renò