Renò, Roberto
Renò, Roberto
DIPARTIMENTO DI SCIENZE ECONOMICHE
A quantitative approach to Faber's tactical asset allocation
2013-01-01 Marmi, S.; Pacati, C.; Renò, Roberto; Risso, W. A.
Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt
2022-01-01 Flora, M.; Renò, R.
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling
2012-01-01 F., Corsi; Renò, Roberto
Does it take Volume to move Electricity prices?
2007-01-01 F., Fontana; Gianfreda, Angelica; Renò, Roberto
Efficient Multipowers*
2017-01-01 Kolokolov, Aleksey; Renò, Roberto
EXcess Idle Time
2017-01-01 Bandi, Federico M.; Pirino, Davide; Renò, Roberto
Heston model: shifting on the volatility surface
2014-01-01 Pacati, C; Renò, Roberto; Santilli, M.
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
Introduction to the special issue: financial mathematics and econometrics
2010-01-01 Renò, R.; Mancini, C.
Jumps or staleness?
2021-01-01 Kolokolov, A.; Renò, R.
Nonparametric stochastic volatility
2018-01-01 Bandi, F; Renò, Roberto
Nonstandard Errors
2024-01-01 Menkveld, ALBERT J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neusüß, Sebastian; Razen, Michael; Weitzel, Utz; Abad‐díaz, David; Abudy, MENACHEM (MENI); Adrian, Tobias; Ait‐sahalia, Yacine; Akmansoy, Olivier; Alcock, JAMIE T.; Alexeev, Vitali; Aloosh, Arash; Amato, Livia; Amaya, Diego; Angel, JAMES J.; Avetikian, ALEJANDRO T.; Bach, Amadeus; Baidoo, Edwin; Bakalli, Gaetan; Bao, Li; Barbon, Andrea; Bashchenko, Oksana; Bindra, PARAMPREET C.; Bjønnes, GEIR H.; Black, JEFFREY R.; Black, BERNARD S.; Bogoev, Dimitar; Correa, SANTIAGO BOHORQUEZ; Bondarenko, Oleg; Bos, CHARLES S.; Bosch‐rosa, Ciril; Bouri, Elie; Brownlees, Christian; Calamia, Anna; Cao, VIET NGA; Capelle‐blancard, Gunther; Romero, LAURA M. CAPERA; Caporin, Massimiliano; Carrion, Allen; Caskurlu, Tolga; Chakrabarty, Bidisha; Chen, Jian; Chernov, Mikhail; Cheung, William; Chincarini, LUDWIG B.; Chordia, Tarun; Chow, Sheung‐chi; Clapham, Benjamin; Colliard, Jean‐edouard; Comerton‐forde, Carole; Curran, Edward; Dao, Thong; Dare, Wale; Davies, RYAN J.; Blasis, RICCARDO DE; Nard, GIANLUCA F. DE; Declerck, Fany; Deev, Oleg; Degryse, Hans; Deku, SOLOMON Y.; Desagre, Christophe; Dijk, MATHIJS A. VAN; Dim, Chukwuma; Dimpfl, Thomas; Dong, YUN JIANG; Drummond, PHILIP A.; Dudda, Tom; Duevski, Teodor; Dumitrescu, Ariadna; Dyakov, Teodor; Dyhrberg, ANNE HAUBO; Dzieliński, Michał; Eksi, Asli; Kalak, IZIDIN EL; Ellen, SASKIA TER; Eugster, Nicolas; Evans, MARTIN D. D.; Farrell, Michael; Felez‐vinas, Ester; Ferrara, Gerardo; Ferrouhi, EL MEHDI; Flori, Andrea; Fluharty‐jaidee, JONATHAN T.; Foley, SEAN D. V.; Fong, KINGSLEY Y. L.; Foucault, Thierry; Franus, Tatiana; Franzoni, Francesco; Frijns, Bart; Frömmel, Michael; Fu, SERVANNA M.; Füllbrunn, SASCHA C.; Gan, Baoqing; Gao, Ge; Gehrig, THOMAS P.; Gemayel, Roland; Gerritsen, Dirk; Gil‐bazo, Javier; Gilder, Dudley; Glosten, LAWRENCE R.; Gomez, Thomas; Gorbenko, Arseny; Grammig, Joachim; Grégoire, Vincent; Güçbilmez, Ufuk; Hagströmer, Björn; Hambuckers, Julien; Hapnes, Erik; Harris, JEFFREY H.; Harris, Lawrence; Hartmann, Simon; Hasse, Jean‐baptiste; Hautsch, Nikolaus; He, XUE‐ZHONG (TONY); Heath, Davidson; Hediger, Simon; Hendershott, Terrence; Hibbert, ANN MARIE; Hjalmarsson, Erik; Hoelscher, SETH A.; Hoffmann, Peter; Holden, CRAIG W.; Horenstein, ALEX R.; Huang, Wenqian; Huang, Da; Hurlin, Christophe; Ilczuk, Konrad; Ivashchenko, Alexey; Iyer, SUBRAMANIAN R.; Jahanshahloo, Hossein; Jalkh, Naji; Jones, CHARLES M.; Jurkatis, Simon; Jylhä, Petri; Kaeck, ANDREAS T.; Kaiser, Gabriel; Karam, Arzé; Karmaziene, Egle; Kassner, Bernhard; Kaustia, Markku; Kazak, Ekaterina; Kearney, Fearghal; Kervel, VINCENT VAN; Khan, SAAD A.; Khomyn, MARTA K.; Klein, Tony; Klein, Olga; Klos, Alexander; Koetter, Michael; Kolokolov, Aleksey; Korajczyk, ROBERT A.; Kozhan, Roman; Krahnen, JAN P.; Kuhle, Paul; Kwan, Amy; Lajaunie, Quentin; Lam, F. Y. ERIC C.; Lambert, Marie; Langlois, Hugues; Lausen, Jens; Lauter, Tobias; Leippold, Markus; Levin, Vladimir; Li, Yijie; Li, Hui; Liew, CHEE YOONG; Lindner, Thomas; Linton, Oliver; Liu, Jiacheng; Liu, Anqi; Llorente, Guillermo; Lof, Matthijs; Lohr, Ariel; Longstaff, Francis; Lopez‐lira, Alejandro; Mankad, Shawn; Mano, Nicola; Marchal, Alexis; Martineau, Charles; Mazzola, Francesco; Meloso, Debrah; Mi, MICHAEL G.; Mihet, Roxana; Mohan, Vijay; Moinas, Sophie; Moore, David; Mu, Liangyi; Muravyev, Dmitriy; Murphy, Dermot; Neszveda, Gabor; Neumeier, Christian; Nielsson, Ulf; Nimalendran, Mahendrarajah; Nolte, Sven; Norden, LARS L.; O'Neill, Peter; Obaid, Khaled; Ødegaard, BERNT A.; Östberg, Per; Pagnotta, Emiliano; Painter, Marcus; Palan, Stefan; Palit, IMON J.; Park, Andreas; Pascual, Roberto; Pasquariello, Paolo; Pastor, Lubos; Patel, Vinay; Patton, ANDREW J.; Pearson, NEIL D.; Pelizzon, Loriana; Pelli, Michele; Pelster, Matthias; Pérignon, Christophe; Pfiffer, Cameron; Philip, Richard; Plíhal, Tomáš; Prakash, Puneet; Press, Oliver‐alexander; Prodromou, Tina; Prokopczuk, Marcel; Putnins, Talis; Qian, Ya; Raizada, Gaurav; Rakowski, David; Ranaldo, Angelo; Regis, Luca; Reitz, Stefan; Renault, Thomas; Renjie, REX W.; Reno, Roberto; Riddiough, STEVEN J.; Rinne, Kalle; Rintamäki, Paul; Riordan, Ryan; Rittmannsberger, Thomas; Longarela, IÑAKI RODRÍGUEZ; Roesch, Dominik; Rognone, Lavinia; Roseman, Brian; Roşu, Ioanid; Roy, Saurabh; Rudolf, Nicolas; Rush, STEPHEN R.; Rzayev, Khaladdin; Rzeźnik, ALEKSANDRA A.; Sanford, Anthony; Sankaran, Harikumar; Sarkar, Asani; Sarno, Lucio; Scaillet, Olivier; Scharnowski, Stefan; Schenk‐hoppé, KLAUS R.; Schertler, Andrea; Schneider, Michael; Schroeder, Florian; Schürhoff, Norman; Schuster, Philipp; Schwarz, MARCO A.; Seasholes, MARK S.; Seeger, NORMAN J.; Shachar, Or; Shkilko, Andriy; Shui, Jessica; Sikic, Mario; Simion, Giorgia; Smales, LEE A.; Söderlind, Paul; Sojli, Elvira; Sokolov, Konstantin; Sönksen, Jantje; Spokeviciute, Laima; Stefanova, Denitsa; Subrahmanyam, MARTI G.; Szaszi, Barnabas; Talavera, Oleksandr; Tang, Yuehua; Taylor, Nick; Tham, WING WAH; Theissen, Erik; Thimme, Julian; Tonks, Ian; Tran, Hai; Trapin, Luca; Trolle, ANDERS B.; Vaduva, M. ANDREEA; Valente, Giorgio; Ness, ROBERT A. VAN; Vasquez, Aurelio; Verousis, Thanos; Verwijmeren, Patrick; Vilhelmsson, Anders; Vilkov, Grigory; Vladimirov, Vladimir; Vogel, Sebastian; Voigt, Stefan; Wagner, Wolf; Walther, Thomas; Weiss, Patrick; Wel, MICHEL VAN DER; Werner, INGRID M.; Westerholm, P. JOAKIM; Westheide, Christian; Wika, HANS C.; Wipplinger, Evert; Wolf, Michael; Wolff, CHRISTIAN C. P.; Wolk, Leonard; Wong, Wing‐keung; Wrampelmeyer, Jan; Wu, Zhen‐xing; Xia, Shuo; Xiu, Dacheng; Xu, Ke; Xu, Caihong; Yadav, PRADEEP K.; Yagüe, José; Yan, Cheng; Yang, Antti; Yoo, Woongsun; Yu, Wenjia; Yu, Yihe; Yu, Shihao; Yueshen, BART Z.; Yuferova, Darya; Zamojski, Marcin; Zareei, Abalfazl; Zeisberger, STEFAN M.; Zhang, Lu; Zhang, S. SARAH; Zhang, Xiaoyu; Zhao, Lu; Zhong, Zhuo; Zhou, Z. IVY; Zhou, Chen; Zhu, XINGYU S.; Zoican, Marius; Zwinkels, Remco
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
2018-01-01 Oliva, I.; Renò, R.
Price and volatility co-jumps
2016-01-01 Bandi, F. M.; Renò, Roberto
Realized drift
In corso di stampa Laurent, Sébastien; Renò, Roberto; Shi, Shuping
Smiling twice: The Heston++ model
2018-01-01 Pacati, Claudio; Pompa, Gabriele; Renò, Roberto
Spot volatility estimation using delta sequences
2015-01-01 Mancini, Cecilia; Mattiussi, Vanessa; Renò, Roberto
Structural Stochastic Volatility
2020-01-01 Bandi, Federico M.; Fusari, Nicola; Renò, Roberto
Systematic staleness
2024-01-01 Bandi, Federico M.; Pirino, Davide; Renò, Roberto
Systemic co-jumps
2017-01-01 Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A quantitative approach to Faber's tactical asset allocation | 1-gen-2013 | Marmi, S.; Pacati, C.; Renò, Roberto; Risso, W. A. | |
| Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt | 1-gen-2022 | Flora, M.; Renò, R. | |
| Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling | 1-gen-2012 | F., Corsi; Renò, Roberto | |
| Does it take Volume to move Electricity prices? | 1-gen-2007 | F., Fontana; Gianfreda, Angelica; Renò, Roberto | |
| Efficient Multipowers* | 1-gen-2017 | Kolokolov, Aleksey; Renò, Roberto | |
| EXcess Idle Time | 1-gen-2017 | Bandi, Federico M.; Pirino, Davide; Renò, Roberto | |
| Heston model: shifting on the volatility surface | 1-gen-2014 | Pacati, C; Renò, Roberto; Santilli, M. | |
| 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 | |
| Introduction to the special issue: financial mathematics and econometrics | 1-gen-2010 | Renò, R.; Mancini, C. | |
| Jumps or staleness? | 1-gen-2021 | Kolokolov, A.; Renò, R. | |
| Nonparametric stochastic volatility | 1-gen-2018 | Bandi, F; Renò, Roberto | |
| Nonstandard Errors | 1-gen-2024 | Menkveld, ALBERT J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neusüß, Sebastian; Razen, Michael; Weitzel, Utz; Abad‐díaz, David; Abudy, MENACHEM (MENI); Adrian, Tobias; Ait‐sahalia, Yacine; Akmansoy, Olivier; Alcock, JAMIE T.; Alexeev, Vitali; Aloosh, Arash; Amato, Livia; Amaya, Diego; Angel, JAMES J.; Avetikian, ALEJANDRO T.; Bach, Amadeus; Baidoo, Edwin; Bakalli, Gaetan; Bao, Li; Barbon, Andrea; Bashchenko, Oksana; Bindra, PARAMPREET C.; Bjønnes, GEIR H.; Black, JEFFREY R.; Black, BERNARD S.; Bogoev, Dimitar; Correa, SANTIAGO BOHORQUEZ; Bondarenko, Oleg; Bos, CHARLES S.; Bosch‐rosa, Ciril; Bouri, Elie; Brownlees, Christian; Calamia, Anna; Cao, VIET NGA; Capelle‐blancard, Gunther; Romero, LAURA M. CAPERA; Caporin, Massimiliano; Carrion, Allen; Caskurlu, Tolga; Chakrabarty, Bidisha; Chen, Jian; Chernov, Mikhail; Cheung, William; Chincarini, LUDWIG B.; Chordia, Tarun; Chow, Sheung‐chi; Clapham, Benjamin; Colliard, Jean‐edouard; Comerton‐forde, Carole; Curran, Edward; Dao, Thong; Dare, Wale; Davies, RYAN J.; Blasis, RICCARDO DE; Nard, GIANLUCA F. DE; Declerck, Fany; Deev, Oleg; Degryse, Hans; Deku, SOLOMON Y.; Desagre, Christophe; Dijk, MATHIJS A. VAN; Dim, Chukwuma; Dimpfl, Thomas; Dong, YUN JIANG; Drummond, PHILIP A.; Dudda, Tom; Duevski, Teodor; Dumitrescu, Ariadna; Dyakov, Teodor; Dyhrberg, ANNE HAUBO; Dzieliński, Michał; Eksi, Asli; Kalak, IZIDIN EL; Ellen, SASKIA TER; Eugster, Nicolas; Evans, MARTIN D. D.; Farrell, Michael; Felez‐vinas, Ester; Ferrara, Gerardo; Ferrouhi, EL MEHDI; Flori, Andrea; Fluharty‐jaidee, JONATHAN T.; Foley, SEAN D. V.; Fong, KINGSLEY Y. L.; Foucault, Thierry; Franus, Tatiana; Franzoni, Francesco; Frijns, Bart; Frömmel, Michael; Fu, SERVANNA M.; Füllbrunn, SASCHA C.; Gan, Baoqing; Gao, Ge; Gehrig, THOMAS P.; Gemayel, Roland; Gerritsen, Dirk; Gil‐bazo, Javier; Gilder, Dudley; Glosten, LAWRENCE R.; Gomez, Thomas; Gorbenko, Arseny; Grammig, Joachim; Grégoire, Vincent; Güçbilmez, Ufuk; Hagströmer, Björn; Hambuckers, Julien; Hapnes, Erik; Harris, JEFFREY H.; Harris, Lawrence; Hartmann, Simon; Hasse, Jean‐baptiste; Hautsch, Nikolaus; He, XUE‐ZHONG (TONY); Heath, Davidson; Hediger, Simon; Hendershott, Terrence; Hibbert, ANN MARIE; Hjalmarsson, Erik; Hoelscher, SETH A.; Hoffmann, Peter; Holden, CRAIG W.; Horenstein, ALEX R.; Huang, Wenqian; Huang, Da; Hurlin, Christophe; Ilczuk, Konrad; Ivashchenko, Alexey; Iyer, SUBRAMANIAN R.; Jahanshahloo, Hossein; Jalkh, Naji; Jones, CHARLES M.; Jurkatis, Simon; Jylhä, Petri; Kaeck, ANDREAS T.; Kaiser, Gabriel; Karam, Arzé; Karmaziene, Egle; Kassner, Bernhard; Kaustia, Markku; Kazak, Ekaterina; Kearney, Fearghal; Kervel, VINCENT VAN; Khan, SAAD A.; Khomyn, MARTA K.; Klein, Tony; Klein, Olga; Klos, Alexander; Koetter, Michael; Kolokolov, Aleksey; Korajczyk, ROBERT A.; Kozhan, Roman; Krahnen, JAN P.; Kuhle, Paul; Kwan, Amy; Lajaunie, Quentin; Lam, F. Y. ERIC C.; Lambert, Marie; Langlois, Hugues; Lausen, Jens; Lauter, Tobias; Leippold, Markus; Levin, Vladimir; Li, Yijie; Li, Hui; Liew, CHEE YOONG; Lindner, Thomas; Linton, Oliver; Liu, Jiacheng; Liu, Anqi; Llorente, Guillermo; Lof, Matthijs; Lohr, Ariel; Longstaff, Francis; Lopez‐lira, Alejandro; Mankad, Shawn; Mano, Nicola; Marchal, Alexis; Martineau, Charles; Mazzola, Francesco; Meloso, Debrah; Mi, MICHAEL G.; Mihet, Roxana; Mohan, Vijay; Moinas, Sophie; Moore, David; Mu, Liangyi; Muravyev, Dmitriy; Murphy, Dermot; Neszveda, Gabor; Neumeier, Christian; Nielsson, Ulf; Nimalendran, Mahendrarajah; Nolte, Sven; Norden, LARS L.; O'Neill, Peter; Obaid, Khaled; Ødegaard, BERNT A.; Östberg, Per; Pagnotta, Emiliano; Painter, Marcus; Palan, Stefan; Palit, IMON J.; Park, Andreas; Pascual, Roberto; Pasquariello, Paolo; Pastor, Lubos; Patel, Vinay; Patton, ANDREW J.; Pearson, NEIL D.; Pelizzon, Loriana; Pelli, Michele; Pelster, Matthias; Pérignon, Christophe; Pfiffer, Cameron; Philip, Richard; Plíhal, Tomáš; Prakash, Puneet; Press, Oliver‐alexander; Prodromou, Tina; Prokopczuk, Marcel; Putnins, Talis; Qian, Ya; Raizada, Gaurav; Rakowski, David; Ranaldo, Angelo; Regis, Luca; Reitz, Stefan; Renault, Thomas; Renjie, REX W.; Reno, Roberto; Riddiough, STEVEN J.; Rinne, Kalle; Rintamäki, Paul; Riordan, Ryan; Rittmannsberger, Thomas; Longarela, IÑAKI RODRÍGUEZ; Roesch, Dominik; Rognone, Lavinia; Roseman, Brian; Roşu, Ioanid; Roy, Saurabh; Rudolf, Nicolas; Rush, STEPHEN R.; Rzayev, Khaladdin; Rzeźnik, ALEKSANDRA A.; Sanford, Anthony; Sankaran, Harikumar; Sarkar, Asani; Sarno, Lucio; Scaillet, Olivier; Scharnowski, Stefan; Schenk‐hoppé, KLAUS R.; Schertler, Andrea; Schneider, Michael; Schroeder, Florian; Schürhoff, Norman; Schuster, Philipp; Schwarz, MARCO A.; Seasholes, MARK S.; Seeger, NORMAN J.; Shachar, Or; Shkilko, Andriy; Shui, Jessica; Sikic, Mario; Simion, Giorgia; Smales, LEE A.; Söderlind, Paul; Sojli, Elvira; Sokolov, Konstantin; Sönksen, Jantje; Spokeviciute, Laima; Stefanova, Denitsa; Subrahmanyam, MARTI G.; Szaszi, Barnabas; Talavera, Oleksandr; Tang, Yuehua; Taylor, Nick; Tham, WING WAH; Theissen, Erik; Thimme, Julian; Tonks, Ian; Tran, Hai; Trapin, Luca; Trolle, ANDERS B.; Vaduva, M. ANDREEA; Valente, Giorgio; Ness, ROBERT A. VAN; Vasquez, Aurelio; Verousis, Thanos; Verwijmeren, Patrick; Vilhelmsson, Anders; Vilkov, Grigory; Vladimirov, Vladimir; Vogel, Sebastian; Voigt, Stefan; Wagner, Wolf; Walther, Thomas; Weiss, Patrick; Wel, MICHEL VAN DER; Werner, INGRID M.; Westerholm, P. JOAKIM; Westheide, Christian; Wika, HANS C.; Wipplinger, Evert; Wolf, Michael; Wolff, CHRISTIAN C. P.; Wolk, Leonard; Wong, Wing‐keung; Wrampelmeyer, Jan; Wu, Zhen‐xing; Xia, Shuo; Xiu, Dacheng; Xu, Ke; Xu, Caihong; Yadav, PRADEEP K.; Yagüe, José; Yan, Cheng; Yang, Antti; Yoo, Woongsun; Yu, Wenjia; Yu, Yihe; Yu, Shihao; Yueshen, BART Z.; Yuferova, Darya; Zamojski, Marcin; Zareei, Abalfazl; Zeisberger, STEFAN M.; Zhang, Lu; Zhang, S. SARAH; Zhang, Xiaoyu; Zhao, Lu; Zhong, Zhuo; Zhou, Z. IVY; Zhou, Chen; Zhu, XINGYU S.; Zoican, Marius; Zwinkels, Remco | |
| Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like | 1-gen-2018 | Oliva, I.; Renò, R. | |
| Price and volatility co-jumps | 1-gen-2016 | Bandi, F. M.; Renò, Roberto | |
| Realized drift | In corso di stampa | Laurent, Sébastien; Renò, Roberto; Shi, Shuping | |
| Smiling twice: The Heston++ model | 1-gen-2018 | Pacati, Claudio; Pompa, Gabriele; Renò, Roberto | |
| Spot volatility estimation using delta sequences | 1-gen-2015 | Mancini, Cecilia; Mattiussi, Vanessa; Renò, Roberto | |
| Structural Stochastic Volatility | 1-gen-2020 | Bandi, Federico M.; Fusari, Nicola; Renò, Roberto | |
| Systematic staleness | 1-gen-2024 | Bandi, Federico M.; Pirino, Davide; Renò, Roberto | |
| Systemic co-jumps | 1-gen-2017 | Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto |