The following pages link to Roberto Renò (Q236253):
Displaying 25 items.
- Time-varying leverage effects (Q527980) (← links)
- Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- (Q1624493) (redirect page) (← links)
- Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (Q1624494) (← links)
- Asset price anomalies under bounded rationality (Q1827433) (← links)
- Is volatility lognormal? Evidence from Italian futures (Q1867951) (← links)
- Nonparametric estimation of stochastic volatility models (Q1929062) (← links)
- \(\beta\) in the tails (Q2116327) (← links)
- The drift burst hypothesis (Q2116347) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution (Q3424331) (← links)
- ELECTRICITY PRICES: A NONPARAMETRIC APPROACH (Q3564994) (← links)
- NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
- The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- EXcess Idle Time (Q4614985) (← links)
- Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (Q5312584) (← links)
- A CLOSER LOOK AT THE EPPS EFFECT (Q5696843) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)
- Systematic staleness (Q6152589) (← links)
- Detecting states of distress in financial markets: the case of the Italian sovereign debt (Q6614824) (← links)
- Jumps or Staleness? (Q6626220) (← links)
- Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling (Q6666879) (← links)
