Sfoglia per Autore
Does it take Volume to move Electricity prices?
2007-01-01 F., Fontana; Gianfreda, Angelica; Renò, Roberto
Introduction to the special issue: financial mathematics and econometrics
2010-01-01 Renò, R.; Mancini, C.
Threshold estimation of Markov models with jumps and interest rate modeling
2011-01-01 Mancini, Cecilia; Renò, Roberto
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling
2012-01-01 F., Corsi; Renò, Roberto
Time-varying leverage effects
2012-01-01 Bandi, F; Renò, Roberto
A quantitative approach to Faber's tactical asset allocation
2013-01-01 Marmi, S.; Pacati, C.; Renò, Roberto; Risso, W. A.
Heston model: shifting on the volatility surface
2014-01-01 Pacati, C; Renò, Roberto; Santilli, M.
Spot volatility estimation using delta sequences
2015-01-01 Mancini, Cecilia; Mattiussi, Vanessa; Renò, Roberto
Price and volatility co-jumps
2016-01-01 Bandi, F. M.; Renò, Roberto
EXcess Idle Time
2017-01-01 Bandi, Federico M.; Pirino, Davide; Renò, Roberto
Systemic co-jumps
2017-01-01 Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto
Efficient Multipowers*
2017-01-01 Kolokolov, Aleksey; Renò, Roberto
Nonparametric stochastic volatility
2018-01-01 Bandi, F; Renò, Roberto
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
2018-01-01 Oliva, I.; Renò, R.
Smiling twice: The Heston++ model
2018-01-01 Pacati, Claudio; Pompa, Gabriele; Renò, Roberto
Zeros
2020-01-01 Bandi, F; Kolokolov, A; Pirino, D; Renò, R
Zero Sigma
2020-01-01 Mancini, Cecilia; Renò, Roberto
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?
2020-01-01 Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; Pelizzon, Loriana; Renò, Roberto
Structural Stochastic Volatility
2020-01-01 Bandi, Federico M.; Fusari, Nicola; Renò, Roberto
β in the tails
2020-01-01 Bandi, Federico M.; Renò, Roberto
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Does it take Volume to move Electricity prices? | 1-gen-2007 | F., Fontana; Gianfreda, Angelica; Renò, Roberto | |
Introduction to the special issue: financial mathematics and econometrics | 1-gen-2010 | Renò, R.; Mancini, C. | |
Threshold estimation of Markov models with jumps and interest rate modeling | 1-gen-2011 | Mancini, Cecilia; Renò, Roberto | |
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling | 1-gen-2012 | F., Corsi; Renò, Roberto | |
Time-varying leverage effects | 1-gen-2012 | Bandi, F; Renò, Roberto | |
A quantitative approach to Faber's tactical asset allocation | 1-gen-2013 | Marmi, S.; Pacati, C.; Renò, Roberto; Risso, W. A. | |
Heston model: shifting on the volatility surface | 1-gen-2014 | Pacati, C; Renò, Roberto; Santilli, M. | |
Spot volatility estimation using delta sequences | 1-gen-2015 | Mancini, Cecilia; Mattiussi, Vanessa; Renò, Roberto | |
Price and volatility co-jumps | 1-gen-2016 | Bandi, F. M.; Renò, Roberto | |
EXcess Idle Time | 1-gen-2017 | Bandi, Federico M.; Pirino, Davide; Renò, Roberto | |
Systemic co-jumps | 1-gen-2017 | Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto | |
Efficient Multipowers* | 1-gen-2017 | Kolokolov, Aleksey; Renò, Roberto | |
Nonparametric stochastic volatility | 1-gen-2018 | Bandi, F; Renò, Roberto | |
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like | 1-gen-2018 | Oliva, I.; Renò, R. | |
Smiling twice: The Heston++ model | 1-gen-2018 | Pacati, Claudio; Pompa, Gabriele; Renò, Roberto | |
Zeros | 1-gen-2020 | Bandi, F; Kolokolov, A; Pirino, D; Renò, R | |
Zero Sigma | 1-gen-2020 | Mancini, Cecilia; Renò, Roberto | |
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? | 1-gen-2020 | Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; Pelizzon, Loriana; Renò, Roberto | |
Structural Stochastic Volatility | 1-gen-2020 | Bandi, Federico M.; Fusari, Nicola; Renò, Roberto | |
β in the tails | 1-gen-2020 | Bandi, Federico M.; Renò, Roberto |
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