Access Statistics for Roberto Renò

Author contact details at EconPapers.

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 4 11 265
Asset Price Anomalies Under Bounded Rationality 0 0 0 42 1 3 16 175
Multi-jumps 0 0 0 20 0 6 14 194
Multi-jumps 0 0 0 58 2 3 15 158
Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling 0 0 0 190 1 3 8 633
Nonparametric Stochastic Volatility 0 0 1 178 0 6 19 406
Nonparametric estimation in models with Lévy type jumps and stochastic volatility 0 0 0 62 0 3 12 190
Production of a New Drug: A Sequential Investment ProcessUnder Uncertainty 0 0 0 381 0 5 9 977
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect 0 0 1 33 0 3 6 157
Spot Volatility Estimation Using Delta Sequences 0 0 1 61 2 2 13 191
The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System 0 0 0 66 1 6 14 320
The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system 0 0 0 54 0 2 8 274
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 0 0 2 163 1 7 38 499
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 0 18 3 8 15 106
Trading strategies in the Italian interbank market 0 0 0 28 0 5 12 126
Unbiased covariance estimation with interpolated data 0 0 1 160 0 4 14 818
Volatility Forecasting: The Jumps Do Matter 0 0 4 166 0 7 20 481
Volatility forecasting: the jumps do matter 0 0 1 192 1 2 29 592
Which Model for the Italian Interest Rates? 0 0 0 195 0 5 9 761
Total Working Papers 0 0 11 2,144 12 84 282 7,323

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 0 2 7 305
Asset Price Anomalies under Bounded Rationality 0 0 0 17 0 2 7 109
Credit risk analysis of mortgage loans: An application to the Italian market 0 0 1 51 0 1 6 172
Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis 0 0 0 35 0 0 5 112
Dynamics of intraday serial correlation in the Italian futures market 0 0 0 1 2 7 12 24
Integration of international bond markets: did anything change with EMU? 0 0 0 47 1 8 13 294
Is volatility lognormal? Evidence from Italian futures 0 0 0 2 0 1 8 30
Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims 0 0 0 3 0 0 3 19
NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS 0 0 0 34 0 3 15 128
Nonparametric estimation of stochastic volatility models 0 0 0 80 1 2 13 193
On measuring volatility and the GARCH forecasting performance 0 0 1 314 0 0 5 689
On measuring volatility of diffusion processes with high frequency data 0 0 0 80 0 3 9 230
Price and volatility co-jumps 0 0 5 150 1 3 23 491
Spot volatility estimation using delta sequences 0 0 1 13 1 4 12 71
Statistical properties of trading volume depending on size 0 0 0 1 0 3 11 26
Threshold bipower variation and the impact of jumps on volatility forecasting 0 2 2 117 7 20 49 424
Threshold estimation of Markov models with jumps and interest rate modeling 0 0 1 72 0 3 10 222
Time-varying leverage effects 0 0 1 59 0 3 11 267
Trading strategies in the Italian interbank market 0 0 0 8 0 0 9 53
Unexpected volatility and intraday serial correlation 0 0 0 26 2 2 11 110
Total Journal Articles 0 2 12 1,185 15 67 239 3,969

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Statistics updated 2026-07-10