RENO', ROBERTO

RENO', ROBERTO  

Dipartimento di Economia Politica e Statistica  

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Risultati 1 - 20 di 44 (tempo di esecuzione: 0.0 secondi).
Titolo Data di pubblicazione Autore(i) File Abstract
A closer look at the Epps effect 1-gen-2003 Reno', Roberto -
A Comparison of Alternative Non-parametricEstimators of the Short Rate DiffusionCoefficient 1-gen-2006 Reno', Roberto; Roma, Antonio; Schaefer, S. -
A more sensitive search for νμ→ντ oscillations in NOMAD 1-gen-1999 Astier, P; Reno', Roberto -
A quantitative approach to Faber's tactical asset allocation 1-gen-2009 Marmi, S.; Pacati, Claudio; Risso, W. A.; Reno', Roberto -
Appunti di Finanza Quantitativa 1-gen-2008 Mannolini, A; Reno', Roberto -
Arbitrary initial term structure within the CIR model: a perturbative solution 1-gen-2006 Mari, C; Reno', Roberto -
Asset prices under bounded rationality 1-gen-2004 Barucci, E; Monte, R; Reno', Roberto -
The Black and Litterman Framework with Higher Moments: The Case of Hedge Funds 1-gen-2009 Gabbi, Giampaolo; Limone, Andrea; Reno', Roberto -
Credit risk analysis of mortgage loans: an application to the Italian market 1-gen-2005 Mari, C; 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 -
Does it take volume to move European electricity spot prices? 1-gen-2007 Fontana, F; Gianfreda, A; Reno', Roberto -
Dynamic principal component analysis of multivariate volatilites via Fourier analysis 1-gen-2005 Mancino, M; Reno', Roberto -
Dynamics of intraday serial correlation in the Italian futures market 1-gen-2006 Bianco, S; Reno', Roberto -
Electricity prices: a nonparametric approach 1-gen-2010 Pirino, D; Reno', Roberto -
HAR modeling for realized volatility forecasting 1-gen-2012 Corsi, F; Audrino, F; Reno', Roberto -
Integration of international bond markets: did anything change with EMU? 1-gen-2007 Lamedica, N; Reno', Roberto -
Intraday Lebaron Effects 1-gen-2009 Corsi, Fulvio; Bianco, S; Reno', Roberto -
Is volatility lognormal? Evidence from Italian futures 1-gen-2003 Reno', Roberto; Rizza, R. -
Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims 1-gen-2002 Reno', Roberto -
Modeling international correlations with high frequency data 1-gen-2008 Genovese, C; Reno', Roberto -