Renò, Roberto

Renò, Roberto  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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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