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 0 0 10 265
Asset Price Anomalies Under Bounded Rationality 0 0 0 42 0 1 17 176
Multi-jumps 0 0 0 58 1 1 16 159
Multi-jumps 0 0 0 20 0 1 15 195
Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling 0 0 0 190 1 1 9 634
Nonparametric Stochastic Volatility 0 0 0 178 0 0 17 406
Nonparametric estimation in models with Lévy type jumps and stochastic volatility 0 0 0 62 0 0 12 190
Production of a New Drug: A Sequential Investment ProcessUnder Uncertainty 0 0 0 381 0 0 9 977
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect 0 0 1 33 0 1 6 158
Spot Volatility Estimation Using Delta Sequences 0 0 0 61 0 1 13 192
The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System 0 0 0 66 1 2 16 322
The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system 0 0 0 54 0 0 8 274
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 0 0 2 163 1 2 37 501
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 0 18 0 4 18 110
Trading strategies in the Italian interbank market 0 1 1 29 1 4 16 130
Unbiased covariance estimation with interpolated data 0 0 1 160 1 2 15 820
Volatility Forecasting: The Jumps Do Matter 0 1 4 167 2 5 23 486
Volatility forecasting: the jumps do matter 0 0 1 192 2 2 30 594
Which Model for the Italian Interest Rates? 0 0 0 195 0 1 10 762
Total Working Papers 0 2 10 2,146 10 28 297 7,351

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 1 2 9 307
Asset Price Anomalies under Bounded Rationality 0 0 0 17 0 0 7 109
Credit risk analysis of mortgage loans: An application to the Italian market 0 0 1 51 0 1 6 173
Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis 0 0 0 35 0 1 6 113
Dynamics of intraday serial correlation in the Italian futures market 0 0 0 1 0 0 12 24
Integration of international bond markets: did anything change with EMU? 1 1 1 48 1 2 15 296
Is volatility lognormal? Evidence from Italian futures 0 0 0 2 0 1 9 31
Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims 0 0 0 3 0 1 4 20
NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS 0 0 0 34 0 0 14 128
Nonparametric estimation of stochastic volatility models 0 0 0 80 0 0 13 193
On measuring volatility and the GARCH forecasting performance 0 0 1 314 0 2 6 691
On measuring volatility of diffusion processes with high frequency data 0 0 0 80 0 0 8 230
Price and volatility co-jumps 0 0 4 150 1 3 21 494
Spot volatility estimation using delta sequences 0 0 1 13 0 0 11 71
Statistical properties of trading volume depending on size 0 0 0 1 0 1 11 27
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 2 117 0 12 55 436
Threshold estimation of Markov models with jumps and interest rate modeling 0 0 1 72 1 2 11 224
Time-varying leverage effects 0 3 4 62 3 7 15 274
Trading strategies in the Italian interbank market 0 0 0 8 0 1 9 54
Unexpected volatility and intraday serial correlation 0 0 0 26 1 1 11 111
Total Journal Articles 1 4 15 1,189 8 37 253 4,006

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Statistics updated 2026-10-11