Renò, Roberto
 Distribuzione geografica
Continente #
EU - Europa 647
NA - Nord America 589
AS - Asia 243
AF - Africa 4
Continente sconosciuto - Info sul continente non disponibili 2
OC - Oceania 1
SA - Sud America 1
Totale 1.487
Nazione #
US - Stati Uniti d'America 585
IT - Italia 153
GB - Regno Unito 138
CN - Cina 131
SG - Singapore 93
RU - Federazione Russa 74
IE - Irlanda 60
FR - Francia 57
SE - Svezia 57
DE - Germania 39
FI - Finlandia 23
UA - Ucraina 13
AT - Austria 10
BE - Belgio 6
NL - Olanda 6
DK - Danimarca 5
JP - Giappone 5
CA - Canada 4
IN - India 4
KR - Corea 4
TG - Togo 4
EU - Europa 2
LU - Lussemburgo 2
AU - Australia 1
BD - Bangladesh 1
BR - Brasile 1
CH - Svizzera 1
GE - Georgia 1
GR - Grecia 1
HK - Hong Kong 1
IR - Iran 1
MD - Moldavia 1
MY - Malesia 1
PL - Polonia 1
VN - Vietnam 1
Totale 1.487
Città #
Southend 113
Chandler 102
Singapore 75
Ashburn 64
Jacksonville 59
Dublin 54
Ann Arbor 32
Woodbridge 25
Wilmington 24
Lawrence 23
Milan 23
Princeton 23
Verona 22
Houston 19
Nanjing 16
Beijing 13
Hebei 10
Washington 10
New York 8
Helsinki 7
Jinan 7
Rome 7
Santa Clara 7
Sindelfingen 7
Trieste 7
Brussels 6
Changsha 6
Garden City 6
Taizhou 6
Vienna 6
Amsterdam 5
Falls Church 5
Fara 5
Haikou 5
Scuola 5
Seattle 5
Shenyang 5
Zhengzhou 5
Brescia 4
Fairfield 4
Florence 4
Lomé 4
Nuremberg 4
Palermo 4
Pontedera 4
Siena 4
Tianjin 4
Boardman 3
Chicago 3
Dallas 3
Freiburg im Breisgau 3
Los Angeles 3
Mumbai 3
Pescantina 3
Redwood City 3
Tokyo 3
Villafranca di Verona 3
Aarhus 2
Bari 2
Bochum 2
Bologna 2
Guangzhou 2
Hangzhou 2
Lille 2
London 2
Mantova 2
Modena 2
Nice 2
Norwalk 2
Prato 2
Shanghai 2
Stuttgart 2
Toronto 2
Turin 2
Atlanta 1
Auburn Hills 1
Barnet 1
Bethesda 1
Birmingham 1
Bloomsbury 1
Canberra 1
Cardiff 1
Charlotte 1
Chions 1
Chisinau 1
Costermano 1
Dedham 1
Dhaka 1
Frankfurt Am Main 1
Fuzhou 1
Gunzenhausen 1
Hanoi 1
Impruneta 1
Jiaxing 1
Katsushika 1
Lanzhou 1
Lappeenranta 1
Lyngby 1
Monmouth Junction 1
Monselice 1
Totale 953
Nome #
Heston model: shifting on the volatility surface 179
Spot volatility estimation using delta sequences 106
Does it take Volume to move Electricity prices? 79
Systemic co-jumps 67
EXcess Idle Time 65
A quantitative approach to Faber's tactical asset allocation 63
Efficient Multipowers* 62
Zero Sigma 60
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like 59
Price and volatility co-jumps 57
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? 55
Nonparametric stochastic volatility 54
Threshold estimation of Markov models with jumps and interest rate modeling 53
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling 53
Introduction to the special issue: financial mathematics and econometrics 52
The drift burst hypothesis 49
Time-varying leverage effects 47
The Italian debt not-so-flash crash 47
Structural Stochastic Volatility 46
Zeros 43
β in the tails 42
null 42
Smiling twice: The Heston++ model 39
Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt 34
Taking advantage of biased proxies for forecast evaluation 28
Realized drift 11
Systematic staleness 11
Nonstandard Errors 10
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 9
Jumps or Staleness? 2
Totale 1.524
Categoria #
all - tutte 6.314
article - articoli 4.686
book - libri 0
conference - conferenze 213
curatela - curatele 0
other - altro 1.218
patent - brevetti 0
selected - selezionate 0
volume - volumi 197
Totale 12.628


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020103 0 0 0 0 22 12 17 9 2 3 20 18
2020/2021137 12 9 2 20 17 22 11 7 3 4 23 7
2021/2022162 4 21 8 3 5 29 5 16 15 6 12 38
2022/2023386 25 22 52 39 37 105 5 21 57 7 10 6
2023/2024208 12 18 23 13 29 55 6 14 1 2 21 14
2024/2025233 31 39 40 97 26 0 0 0 0 0 0 0
Totale 1.524