Renò, Roberto
 Distribuzione geografica
Continente #
EU - Europa 606
NA - Nord America 570
AS - Asia 153
Continente sconosciuto - Info sul continente non disponibili 2
OC - Oceania 1
SA - Sud America 1
Totale 1.333
Nazione #
US - Stati Uniti d'America 568
IT - Italia 147
GB - Regno Unito 137
CN - Cina 107
IE - Irlanda 60
FR - Francia 57
SE - Svezia 57
RU - Federazione Russa 51
DE - Germania 34
SG - Singapore 27
FI - Finlandia 21
UA - Ucraina 13
AT - Austria 6
BE - Belgio 6
NL - Olanda 6
DK - Danimarca 5
JP - Giappone 5
IN - India 4
KR - Corea 4
CA - Canada 2
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 1.333
Città #
Southend 113
Chandler 102
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
Singapore 14
Beijing 13
Hebei 10
Washington 10
New York 8
Jinan 7
Rome 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
Helsinki 5
Scuola 5
Seattle 5
Shenyang 5
Zhengzhou 5
Brescia 4
Fairfield 4
Palermo 4
Pontedera 4
Siena 4
Tianjin 4
Boardman 3
Chicago 3
Dallas 3
Florence 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
Hangzhou 2
Lille 2
London 2
Modena 2
Nice 2
Norwalk 2
Prato 2
Santa Clara 2
Shanghai 2
Stuttgart 2
Turin 2
Auburn Hills 1
Barnet 1
Bethesda 1
Bloomsbury 1
Canberra 1
Cardiff 1
Charlotte 1
Chions 1
Chisinau 1
Costermano 1
Dhaka 1
Frankfurt Am Main 1
Fuzhou 1
Guangzhou 1
Gunzenhausen 1
Hanoi 1
Impruneta 1
Jiaxing 1
Katsushika 1
Lanzhou 1
Lappeenranta 1
Lyngby 1
Monmouth Junction 1
Monselice 1
Nanchang 1
Nardò 1
Ningbo 1
Ottawa 1
Parma 1
Qingdao 1
Redmond 1
Totale 875
Nome #
Heston model: shifting on the volatility surface 174
Spot volatility estimation using delta sequences 103
Does it take Volume to move Electricity prices? 75
Systemic co-jumps 63
EXcess Idle Time 61
Zero Sigma 58
Efficient Multipowers* 57
A quantitative approach to Faber's tactical asset allocation 56
Price and volatility co-jumps 54
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like 53
Threshold estimation of Markov models with jumps and interest rate modeling 51
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? 51
Nonparametric stochastic volatility 49
Introduction to the special issue: financial mathematics and econometrics 49
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling 48
The drift burst hypothesis 44
Time-varying leverage effects 42
The Italian debt not-so-flash crash 42
Zeros 40
Structural Stochastic Volatility 40
β in the tails 38
Smiling twice: The Heston++ model 35
Jumps or staleness? 35
Taking advantage of biased proxies for forecast evaluation 22
Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt 21
Totale 1.361
Categoria #
all - tutte 5.392
article - articoli 3.958
book - libri 0
conference - conferenze 188
curatela - curatele 0
other - altro 1.090
patent - brevetti 0
selected - selezionate 0
volume - volumi 156
Totale 10.784


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020111 0 0 4 4 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
2024/202570 31 39 0 0 0 0 0 0 0 0 0 0
Totale 1.361