CATALOGO DEI PRODOTTI DELLA RICERCA

RENO', Roberto
 Distribuzione geografica
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Continente #
EU - Europa 1.465
NA - Nord America 1.317
AS - Asia 941
SA - Sud America 161
Continente sconosciuto - Info sul continente non disponibili 65
AF - Africa 38
OC - Oceania 13
Totale 4.000
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Nazione #
US - Stati Uniti d'America 1.278
RU - Federazione Russa 640
SG - Singapore 385
IT - Italia 252
CN - Cina 209
GB - Regno Unito 175
BR - Brasile 124
VN - Vietnam 112
HK - Hong Kong 105
DE - Germania 82
FR - Francia 75
SE - Svezia 57
IE - Irlanda 55
FI - Finlandia 43
KR - Corea 31
BD - Bangladesh 27
CA - Canada 25
AT - Austria 16
IN - India 16
AR - Argentina 15
UA - Ucraina 15
NL - Olanda 14
AU - Australia 13
NG - Nigeria 13
BE - Belgio 10
MX - Messico 10
IQ - Iraq 9
JP - Giappone 8
PL - Polonia 8
BJ - Benin 6
DK - Danimarca 6
ES - Italia 6
TR - Turchia 6
ZA - Sudafrica 6
CO - Colombia 5
EC - Ecuador 5
PK - Pakistan 5
ID - Indonesia 4
PE - Perù 4
SA - Arabia Saudita 4
TG - Togo 4
EG - Egitto 3
LT - Lituania 3
TH - Thailandia 3
UZ - Uzbekistan 3
CL - Cile 2
EU - Europa 2
IL - Israele 2
KE - Kenya 2
LU - Lussemburgo 2
MA - Marocco 2
PY - Paraguay 2
TW - Taiwan 2
UY - Uruguay 2
AZ - Azerbaigian 1
BH - Bahrain 1
BO - Bolivia 1
CH - Svizzera 1
CR - Costa Rica 1
CZ - Repubblica Ceca 1
GE - Georgia 1
GH - Ghana 1
GR - Grecia 1
GT - Guatemala 1
HN - Honduras 1
IR - Iran 1
JO - Giordania 1
LB - Libano 1
MD - Moldavia 1
MK - Macedonia 1
MY - Malesia 1
OM - Oman 1
PS - Palestinian Territory 1
QA - Qatar 1
RS - Serbia 1
TN - Tunisia 1
TT - Trinidad e Tobago 1
VE - Venezuela 1
Totale 3.937
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Città #
Ashburn 218
Moscow 210
Singapore 208
San Jose 157
Southend 112
Chandler 99
Hong Kong 99
Dallas 71
Jacksonville 60
Verona 60
Dublin 51
The Dalles 48
Ho Chi Minh City 45
Ann Arbor 32
Council Bluffs 32
Beijing 30
Milan 30
Hanoi 28
New York 26
Houston 25
Wilmington 25
Woodbridge 25
Los Angeles 23
Rome 23
Lawrence 22
Princeton 22
Santa Clara 20
Falkenstein 18
Munich 18
Helsinki 17
Buffalo 16
Nanjing 16
Redondo Beach 14
Abuja 13
London 12
Sydney 11
Amsterdam 10
Brussels 10
Hebei 10
São Paulo 10
Turku 10
Chicago 9
Washington 9
Changsha 8
Jinan 8
Montreal 8
Oxford 8
Vienna 8
Atlanta 7
Brooklyn 7
Trieste 7
Columbus 6
Cotonou 6
Frankfurt am Main 6
Garden City 6
Nuremberg 6
Phoenix 6
Sindelfingen 6
Taizhou 6
Tianjin 6
Tokyo 6
Turin 6
Da Nang 5
Denver 5
Falls Church 5
Fara 5
Florence 5
Haikou 5
Hangzhou 5
Johannesburg 5
Mumbai 5
Orem 5
Poplar 5
Rio de Janeiro 5
Scuola 5
Shenyang 5
Toronto 5
Warsaw 5
Zhengzhou 5
Brasília 4
Brescia 4
Calgary 4
Fairfield 4
Guangzhou 4
Lomé 4
Mexico City 4
Palermo 4
Pontedera 4
Seattle 4
Shanghai 4
Siena 4
Baghdad 3
Bauru 3
Bedford 3
Belo Horizonte 3
Biên Hòa 3
Boardman 3
Bologna 3
Boston 3
Cardiff 3
Totale 2.291
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Nome #
Heston model: shifting on the volatility surface 273
Spot volatility estimation using delta sequences 172
Does it take Volume to move Electricity prices? 155
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like 149
Price and volatility co-jumps 148
Efficient Multipowers* 146
The drift burst hypothesis 137
A quantitative approach to Faber's tactical asset allocation 136
Nonparametric stochastic volatility 136
Systematic staleness 133
EXcess Idle Time 132
Introduction to the special issue: financial mathematics and econometrics 129
Nonstandard Errors 124
Systemic co-jumps 123
β in the tails 123
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling 120
BUMVU estimators 117
Zeros 117
The Italian debt not-so-flash crash 116
Zero Sigma 115
Structural Stochastic Volatility 115
Threshold estimation of Markov models with jumps and interest rate modeling 114
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? 112
Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt 107
Smiling twice: The Heston++ model 107
Jumps or Staleness? 106
Time-varying leverage effects 100
Taking advantage of biased proxies for forecast evaluation 98
Realized drift 92
Taking advantage of biased proxies for forecast evaluation 89
The Liquidity Uncertainty Premium Puzzle 67
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 54
Principi di finanza quantitativa 16
Fifty years at the interface between financial modeling and operations research 8
V-shapes 7
Do designated market makers provide liquidity during downward extreme price movements? 4
The Impact of COVID-19 on Italian Sovereign Bond Market Quality 3
Totale 4.000
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Categoria #
all - tutte 14.310
article - articoli 11.597
book - libri 110
conference - conferenze 407
curatela - curatele 0
other - altro 1.755
patent - brevetti 0
selected - selezionate 0
volume - volumi 441
Totale 28.620
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022149 0 21 8 3 5 24 5 16 14 6 11 36
2022/2023371 24 21 49 37 36 100 5 21 56 6 10 6
2023/2024200 12 17 22 11 29 52 6 14 1 2 20 14
2024/2025600 30 37 40 92 29 29 7 32 63 29 75 137
2025/20262.089 148 146 117 342 525 110 180 100 159 108 73 81
2026/202752 34 18 0 0 0 0 0 0 0 0 0 0
Totale 4.000