IRIS
RENO', ROBERTO
 Distribuzione geografica
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Continente #
NA - Nord America 2.480
EU - Europa 1.983
AS - Asia 362
AF - Africa 11
OC - Oceania 4
SA - Sud America 3
Continente sconosciuto - Info sul continente non disponibili 2
Totale 4.845
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Nazione #
US - Stati Uniti d'America 2.475
GB - Regno Unito 557
IE - Irlanda 353
CN - Cina 277
UA - Ucraina 256
SE - Svezia 215
RU - Federazione Russa 142
IT - Italia 123
DE - Germania 112
FR - Francia 105
FI - Finlandia 61
SG - Singapore 61
NL - Olanda 15
SI - Slovenia 15
BE - Belgio 14
CI - Costa d'Avorio 10
TR - Turchia 7
AT - Austria 5
CA - Canada 5
IN - India 5
AU - Australia 4
ES - Italia 3
CL - Cile 2
EU - Europa 2
IL - Israele 2
JP - Giappone 2
RO - Romania 2
AE - Emirati Arabi Uniti 1
AL - Albania 1
AM - Armenia 1
AR - Argentina 1
AZ - Azerbaigian 1
BN - Brunei Darussalam 1
EE - Estonia 1
EG - Egitto 1
HR - Croazia 1
ID - Indonesia 1
IR - Iran 1
LA - Repubblica Popolare Democratica del Laos 1
LU - Lussemburgo 1
MO - Macao, regione amministrativa speciale della Cina 1
PL - Polonia 1
Totale 4.845
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Città #
Southend 503
Fairfield 418
Dublin 352
Jacksonville 210
Chandler 192
Seattle 182
Ashburn 180
Woodbridge 179
Wilmington 175
Ann Arbor 163
Houston 155
Cambridge 154
Nanjing 71
Princeton 54
Beijing 48
San Mateo 40
Siena 29
Singapore 29
San Diego 27
Boardman 24
Nanchang 23
Shenyang 21
Helsinki 17
Brussels 14
Tianjin 14
Amsterdam 13
Jiaxing 12
Moscow 12
Kunming 11
Abidjan 10
Hebei 10
Guangzhou 9
London 9
Norwalk 9
Changsha 8
Hangzhou 8
Redwood City 8
San Francisco 8
Florence 7
Izmir 7
Zhengzhou 7
Milan 6
Rome 6
Shanghai 6
Como 5
Fremont 5
Jinan 5
Taizhou 5
Verona 5
Vienna 5
Edinburgh 4
San Jose 4
Chianciano Terme 3
Lanzhou 3
Mestre 3
New York 3
Ningbo 3
Philadelphia 3
Stockholm 3
Toronto 3
Andover 2
Bonndorf 2
Canberra 2
Castellazzo Bormida 2
Changchun 2
Chiswick 2
Dearborn 2
Düsseldorf 2
Gräfelfing 2
Haikou 2
Kilburn 2
Leawood 2
Lizzanello 2
Madrid 2
Maiori 2
Matino 2
Melbourne 2
San Mauro di Saline 2
Sesto Fiorentino 2
Acton 1
Albuzzano 1
Anghiari 1
Atlanta 1
Bandar Seri Begawan 1
Berlin 1
Bilthoven 1
Bottrop 1
Bovisio-Masciago 1
Boydton 1
Buenos Aires 1
Busto Arsizio 1
Cairo 1
Castellina In Chianti 1
Charlotte 1
Columbus 1
Cordenons 1
Dallas 1
Dubai 1
Frankfurt am Main 1
Haifa 1
Totale 3.561
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Nome #
A quantitative approach to Faber's tactical asset allocation 217
A Comparison of Alternative Non-parametricEstimators of the Short Rate DiffusionCoefficient 191
The Black and Litterman Framework with Higher Moments: The Case of Hedge Funds 175
Arbitrary initial term structure within the CIR model: a perturbative solution 154
A more sensitive search for νμ→ντ oscillations in NOMAD 139
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling 131
Time-varying leverage effects 131
Dynamics of intraday serial correlation in the Italian futures market 129
Nonparametric estimation of stochastic volatility models 122
Credit risk analysis of mortgage loans: an application to the Italian market 122
Is volatility lognormal? Evidence from Italian futures 119
Trading strategies in the Italian interbank market 119
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 118
Volatility and serial correlation: revisiting the LeBaron effect 117
Pricing Caps and Floors with the Extended CIR model 115
HAR modeling for realized volatility forecasting 114
Threshold estimation of Markov models with jumps and interest rate modeling 114
Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims 114
Statistical properties of trading volume depending on size 111
Nonparametric estimation of the diffusion coefficient of stochastic volatility models 110
Electricity prices: a nonparametric approach 109
Price and Volatility Co-Jumps 108
On Measuring Volatility and the GARCH Forecasting Performance 108
Integration of international bond markets: did anything change with EMU? 107
The price-volatility feedback rate: an implementable mathematical indicator of market stability 106
Intraday Lebaron Effects 106
On measuring volatility of diffusion processes with high frequency data 105
Search for νμ→νe oscillations in the NOMAD experiment 104
Serial correlation in the Italian futures market 103
Unexpected volatility and intraday serial correlation 99
Modeling international correlations with high frequency data 97
Volatility Estimate Via Fourier Analysis 93
Appunti di Finanza Quantitativa 92
Specification analysis of diffusion models for the Italian short rate 92
Special Issue: Financial Mathematics and Econometrics 89
Value at Risk with High Frequency Data 89
The Italian Overnight Market: microstructure effects, the martingale hyphothesis and the payment system 82
Does it take volume to move European electricity spot prices? 82
On the presence of unspanned volatilty in European interest rate options 75
Dynamic principal component analysis of multivariate volatilites via Fourier analysis 74
Asset prices under bounded rationality 71
A closer look at the Epps effect 70
Threshold estimation of jump-diffusion models and interest rate modelling 63
Pricing Caps & Floors with a consistent HJM model 62
Totale 4.848
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Categoria #
all - tutte 15.865
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 15.865
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020640 0 0 0 0 74 70 93 152 80 82 19 70
2020/2021787 32 144 9 71 41 87 33 123 109 30 65 43
2021/2022524 39 70 47 25 21 10 24 22 58 57 51 100
2022/2023785 47 56 90 114 67 186 18 76 67 11 39 14
2023/2024384 18 10 24 5 4 124 162 4 0 1 5 27
2024/2025208 25 59 74 42 8 0 0 0 0 0 0 0
Totale 4.848