Sfoglia per Autore
Time-varying leverage effects
2012-01-01 Bandi, F; Reno', Roberto
HAR modeling for realized volatility forecasting
2012-01-01 Corsi, F; Audrino, F; Reno', Roberto
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling
2012-01-01 F., Corsi; Reno', Roberto
Price and Volatility Co-Jumps
2011-01-01 Bandi, F; Reno', Roberto
Threshold estimation of Markov models with jumps and interest rate modeling
2011-01-01 Mancini, C; Reno', Roberto
Electricity prices: a nonparametric approach
2010-01-01 Pirino, D; Reno', Roberto
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting
2010-01-01 Corsi, Fulvio; Pirino, D; Reno', Roberto
Special Issue: Financial Mathematics and Econometrics
2010-01-01 Mancini, C; Reno', Roberto
A quantitative approach to Faber's tactical asset allocation
2009-01-01 Marmi, S.; Pacati, Claudio; Risso, W. A.; Reno', Roberto
Unexpected volatility and intraday serial correlation
2009-01-01 Bianco, S; Reno', Roberto
The Black and Litterman Framework with Higher Moments: The Case of Hedge Funds
2009-01-01 Gabbi, Giampaolo; Limone, Andrea; Reno', Roberto
Intraday Lebaron Effects
2009-01-01 Corsi, Fulvio; Bianco, S; Reno', Roberto
Appunti di Finanza Quantitativa
2008-01-01 Mannolini, A; Reno', Roberto
Modeling international correlations with high frequency data
2008-01-01 Genovese, C; Reno', Roberto
Pricing Caps and Floors with the Extended CIR model
2008-01-01 Mannolini, A; Mari, C; Reno', Roberto
Nonparametric estimation of the diffusion coefficient of stochastic volatility models
2008-01-01 Reno', Roberto
Does it take volume to move European electricity spot prices?
2007-01-01 Fontana, F; Gianfreda, A; Reno', Roberto
Volatility and serial correlation: revisiting the LeBaron effect
2007-01-01 Bianco, S; Reno', Roberto
Integration of international bond markets: did anything change with EMU?
2007-01-01 Lamedica, N; Reno', Roberto
Trading strategies in the Italian interbank market
2007-01-01 Iori, G; Reno', Roberto; DE MASI, G; Caldarelli, G.
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile