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 0 11 265
Asset Price Anomalies Under Bounded Rationality 0 0 0 42 0 1 16 175
Multi-jumps 0 0 0 20 0 3 14 194
Multi-jumps 0 0 0 58 0 2 15 158
Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling 0 0 0 190 0 1 8 633
Nonparametric Stochastic Volatility 0 0 1 178 0 1 19 406
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 0 6 157
Spot Volatility Estimation Using Delta Sequences 0 0 0 61 0 2 12 191
The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System 0 0 0 66 0 3 14 320
The Italian overnight market: microstructure effects, the martingale hypothesis and the payment system 0 0 0 54 0 1 8 274
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 0 0 2 163 0 1 37 499
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 0 18 3 6 18 109
Trading strategies in the Italian interbank market 0 0 0 28 1 2 13 127
Unbiased covariance estimation with interpolated data 0 0 1 160 0 0 14 818
Volatility Forecasting: The Jumps Do Matter 0 0 4 166 1 5 21 482
Volatility forecasting: the jumps do matter 0 0 1 192 0 1 29 592
Which Model for the Italian Interest Rates? 0 0 0 195 0 1 9 761
Total Working Papers 0 0 10 2,144 5 30 285 7,328

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 0 7 305
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 1 1 6 173
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 0 2 12 24
Integration of international bond markets: did anything change with EMU? 0 0 0 47 0 3 13 294
Is volatility lognormal? Evidence from Italian futures 0 0 0 2 1 2 9 31
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 1 15 128
Nonparametric estimation of stochastic volatility models 0 0 0 80 0 1 13 193
On measuring volatility and the GARCH forecasting performance 0 0 1 314 2 2 7 691
On measuring volatility of diffusion processes with high frequency data 0 0 0 80 0 1 9 230
Price and volatility co-jumps 0 0 4 150 1 2 21 492
Spot volatility estimation using delta sequences 0 0 1 13 0 2 11 71
Statistical properties of trading volume depending on size 0 0 0 1 0 0 11 26
Threshold bipower variation and the impact of jumps on volatility forecasting 0 1 2 117 5 16 52 429
Threshold estimation of Markov models with jumps and interest rate modeling 0 0 1 72 0 1 10 222
Time-varying leverage effects 3 3 4 62 4 5 13 271
Trading strategies in the Italian interbank market 0 0 0 8 1 1 10 54
Unexpected volatility and intraday serial correlation 0 0 0 26 0 2 10 110
Total Journal Articles 3 4 14 1,188 15 42 244 3,984

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07