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.
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.
Introduction to the special issue: financial mathematics and econometrics
2010-01-01 Renò, R.; Mancini, C.
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.
Price and volatility co-jumps
2016-01-01 Bandi, F. M.; Renò, Roberto
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
Systemic co-jumps
2017-01-01 Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto
The drift burst hypothesis
2022-01-01 Christensen, Kim; Oomen, Roel; Renò, Roberto
Threshold estimation of Markov models with jumps and interest rate modeling
2011-01-01 Mancini, Cecilia; Renò, Roberto
Time-varying leverage effects
2012-01-01 Bandi, F; Renò, Roberto
Zeros
2020-01-01 Bandi, F; Kolokolov, A; Pirino, D; Renò, R
β in the tails
2020-01-01 Bandi, Federico M.; 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. | |
| 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. | |
| Introduction to the special issue: financial mathematics and econometrics | 1-gen-2010 | Renò, R.; Mancini, C. | |
| 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. | |
| Price and volatility co-jumps | 1-gen-2016 | Bandi, F. M.; Renò, Roberto | |
| 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 | |
| Systemic co-jumps | 1-gen-2017 | Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto | |
| The drift burst hypothesis | 1-gen-2022 | Christensen, Kim; Oomen, Roel; Renò, Roberto | |
| Threshold estimation of Markov models with jumps and interest rate modeling | 1-gen-2011 | Mancini, Cecilia; Renò, Roberto | |
| Time-varying leverage effects | 1-gen-2012 | Bandi, F; Renò, Roberto | |
| Zeros | 1-gen-2020 | Bandi, F; Kolokolov, A; Pirino, D; Renò, R | |
| β in the tails | 1-gen-2020 | Bandi, Federico M.; Renò, Roberto |