RENO', ROBERTO
RENO', ROBERTO
Dipartimento di Economia Politica e Statistica
A closer look at the Epps effect
2003-01-01 Reno', Roberto
A Comparison of Alternative Non-parametricEstimators of the Short Rate DiffusionCoefficient
2006-01-01 Reno', Roberto; Roma, Antonio; Schaefer, S.
A more sensitive search for νμ→ντ oscillations in NOMAD
1999-01-01 Astier, P; Reno', Roberto
A quantitative approach to Faber's tactical asset allocation
2009-01-01 Marmi, S.; Pacati, Claudio; Risso, W. A.; Reno', Roberto
Appunti di Finanza Quantitativa
2008-01-01 Mannolini, A; Reno', Roberto
Arbitrary initial term structure within the CIR model: a perturbative solution
2006-01-01 Mari, C; Reno', Roberto
Asset prices under bounded rationality
2004-01-01 Barucci, E; Monte, R; Reno', Roberto
Credit risk analysis of mortgage loans: an application to the Italian market
2005-01-01 Mari, C; 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
Does it take volume to move European electricity spot prices?
2007-01-01 Fontana, F; Gianfreda, A; Reno', Roberto
Dynamic principal component analysis of multivariate volatilites via Fourier analysis
2005-01-01 Mancino, M; Reno', Roberto
Dynamics of intraday serial correlation in the Italian futures market
2006-01-01 Bianco, S; Reno', Roberto
Electricity prices: a nonparametric approach
2010-01-01 Pirino, D; Reno', Roberto
HAR modeling for realized volatility forecasting
2012-01-01 Corsi, F; Audrino, F; Reno', Roberto
Integration of international bond markets: did anything change with EMU?
2007-01-01 Lamedica, N; Reno', Roberto
Intraday Lebaron Effects
2009-01-01 Corsi, Fulvio; Bianco, S; Reno', Roberto
Is volatility lognormal? Evidence from Italian futures
2003-01-01 Reno', Roberto; Rizza, R.
Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims
2002-01-01 Reno', Roberto
Modeling international correlations with high frequency data
2008-01-01 Genovese, C; Reno', Roberto
Nonparametric estimation of stochastic volatility models
2006-01-01 Reno', Roberto