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The extraction of natural resources: The role of thermodynamic efficiency
Roma, Antonio; Pirino, Davide - In: Ecological economics : the transdisciplinary journal of … 68 (2009) 10, pp. 2594-2606
Persistent link: https://www.econbiz.de/10008270199
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Consistent High-precision Volatility from High-frequency Data
Corsi, Fulvio; Zumbach, Gilles; Müller, Ulrich A.; … - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10006038518
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The Volatility of Realized Volatility
Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; … - In: Econometric reviews 27 (2008) 1-3, pp. 46-78
Persistent link: https://www.econbiz.de/10007993920
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Realizing smiles: Options pricing with realized volatility
Corsi, Fulvio; Fusari, Nicola; La Vecchia, Davide - In: Journal of financial economics 107 (2013) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10010071652
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Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling
Corsi, Fulvio; Ren, Roberto - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 368-381
Persistent link: https://www.econbiz.de/10009995979
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Introduction to the Special Issue: Financial Mathematics and Econometrics
Renò, Roberto; Mancini, Cecilia - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 1, pp. 43-46
Persistent link: https://www.econbiz.de/10008716634
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Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis
Mancino, Maria Elvira; Renò, Roberto - In: Applied mathematical finance 12 (2005) 2, pp. 187
Persistent link: https://www.econbiz.de/10008214117
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Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution
Mari, Carlo; Renò, Roberto - In: Applied mathematical finance 13 (2006) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10008222273
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Asset Price Anomalies under Bounded Rationality
Barucci, Emilio; Monte, Roberto; Renò, Roberto - In: Computational economics 23 (2004) 3, pp. 255-270
Persistent link: https://www.econbiz.de/10007790316
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NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS
Renò, Roberto - In: Econometric theory 24 (2008) 5, pp. 1174-1206
Persistent link: https://www.econbiz.de/10008088977