Access Statistics for Roberto Renò

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient 0 0 0 77 3 4 8 260
Asset Price Anomalies Under Bounded Rationality 0 0 0 42 6 7 8 166
Multi-jumps 0 0 0 20 3 3 4 184
Multi-jumps 0 0 0 58 6 8 10 152
Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling 0 0 0 190 1 4 5 630
Nonparametric Stochastic Volatility 0 0 1 178 5 9 13 398
Nonparametric estimation in models with Lévy type jumps and stochastic volatility 0 0 0 62 6 7 9 187
Production of a New Drug: A Sequential Investment ProcessUnder Uncertainty 0 0 0 381 2 3 3 971
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect 0 0 0 32 0 0 3 153
Spot Volatility Estimation Using Delta Sequences 0 0 1 61 3 5 9 186
The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System 0 0 0 66 4 5 8 312
The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system 0 0 0 54 1 4 6 271
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 1 1 1 162 4 10 27 486
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 0 18 1 5 6 97
Trading strategies in the Italian interbank market 0 0 0 28 1 5 5 119
Unbiased covariance estimation with interpolated data 1 1 1 160 4 8 10 814
Volatility Forecasting: The Jumps Do Matter 2 2 6 166 6 6 18 473
Volatility forecasting: the jumps do matter 0 0 1 191 14 19 24 584
Which Model for the Italian Interest Rates? 0 0 0 195 2 3 3 755
Total Working Papers 4 4 11 2,141 72 115 179 7,198

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution 0 0 0 75 3 3 3 301
Asset Price Anomalies under Bounded Rationality 0 0 0 17 1 4 5 106
Credit risk analysis of mortgage loans: An application to the Italian market 0 0 0 50 1 1 3 169
Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis 0 0 1 35 2 3 4 110
Dynamics of intraday serial correlation in the Italian futures market 0 0 0 1 2 5 5 17
Integration of international bond markets: did anything change with EMU? 0 0 0 47 0 2 7 284
Is volatility lognormal? Evidence from Italian futures 0 0 0 2 4 7 7 29
Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims 0 0 0 3 1 2 2 18
NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS 0 0 0 34 5 6 9 122
Nonparametric estimation of stochastic volatility models 0 0 0 80 2 7 9 189
On measuring volatility and the GARCH forecasting performance 0 1 1 314 1 4 5 689
On measuring volatility of diffusion processes with high frequency data 0 0 0 80 4 4 6 226
Price and volatility co-jumps 0 1 5 148 4 9 24 484
Spot volatility estimation using delta sequences 0 0 0 12 2 4 6 65
Statistical properties of trading volume depending on size 0 0 0 1 3 6 8 22
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 4 115 5 8 32 394
Threshold estimation of Markov models with jumps and interest rate modeling 0 0 4 72 1 4 10 219
Time-varying leverage effects 1 1 1 59 4 5 10 264
Trading strategies in the Italian interbank market 0 0 1 8 1 7 10 53
Unexpected volatility and intraday serial correlation 0 0 0 26 2 5 8 107
Total Journal Articles 1 3 17 1,179 48 96 173 3,868

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Statistics updated 2026-02-12