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Titolo Data di pubblicazione Autore(i) File Abstract
Time-varying leverage effects 1-gen-2012 Bandi, F; Reno', Roberto -
HAR modeling for realized volatility forecasting 1-gen-2012 Corsi, F; Audrino, F; Reno', Roberto -
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling 1-gen-2012 F., Corsi; Reno', Roberto -
Price and Volatility Co-Jumps 1-gen-2011 Bandi, F; Reno', Roberto -
Threshold estimation of Markov models with jumps and interest rate modeling 1-gen-2011 Mancini, C; Reno', Roberto -
Electricity prices: a nonparametric approach 1-gen-2010 Pirino, D; Reno', Roberto -
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 1-gen-2010 Corsi, Fulvio; Pirino, D; Reno', Roberto -
Special Issue: Financial Mathematics and Econometrics 1-gen-2010 Mancini, C; Reno', Roberto -
A quantitative approach to Faber's tactical asset allocation 1-gen-2009 Marmi, S.; Pacati, Claudio; Risso, W. A.; Reno', Roberto -
Unexpected volatility and intraday serial correlation 1-gen-2009 Bianco, S; Reno', Roberto -
The Black and Litterman Framework with Higher Moments: The Case of Hedge Funds 1-gen-2009 Gabbi, Giampaolo; Limone, Andrea; Reno', Roberto -
Intraday Lebaron Effects 1-gen-2009 Corsi, Fulvio; Bianco, S; Reno', Roberto -
Appunti di Finanza Quantitativa 1-gen-2008 Mannolini, A; Reno', Roberto -
Modeling international correlations with high frequency data 1-gen-2008 Genovese, C; Reno', Roberto -
Pricing Caps and Floors with the Extended CIR model 1-gen-2008 Mannolini, A; Mari, C; Reno', Roberto -
Nonparametric estimation of the diffusion coefficient of stochastic volatility models 1-gen-2008 Reno', Roberto -
Does it take volume to move European electricity spot prices? 1-gen-2007 Fontana, F; Gianfreda, A; Reno', Roberto -
Volatility and serial correlation: revisiting the LeBaron effect 1-gen-2007 Bianco, S; Reno', Roberto -
Integration of international bond markets: did anything change with EMU? 1-gen-2007 Lamedica, N; Reno', Roberto -
Trading strategies in the Italian interbank market 1-gen-2007 Iori, G; Reno', Roberto; DE MASI, G; Caldarelli, G. -
Mostrati risultati da 1 a 20 di 44
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