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Renò, Roberto
11
Mancini, Cecilia
3
Mari, Carlo
3
Bandi, Federico M.
1
Barucci, Emilio
1
Gentile, Monica
1
Gobbi, Fabio
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Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Applied mathematical finance
2
Econometric theory
2
Journal of econometrics
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European journal of operational research : EJOR
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OLC EcoSci
ECONIS (ZBW)
103
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1
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
Saved in:
2
Threshold estimation of Markov models with jumps and interest rate modeling
Mancini, Cecilia
;
Renò, Roberto
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 77-93
Persistent link: https://www.econbiz.de/10008770552
Saved in:
3
IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
Mancini, Cecilia
;
Gobbi, Fabio
- In:
Econometric theory
28
(
2012
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10009847385
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4
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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5
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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6
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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7
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
Saved in:
8
Time-varying leverage effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-114
Persistent link: https://www.econbiz.de/10009979015
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9
A Comparison of Alternative Non-parametric Estimators of the Short Rate Diffusion Coefficient
Renò, Roberto
;
Roma, Antonio
;
Schaefer, Stephen
- In:
Economic notes : economic review of Banca Monte dei …
35
(
2006
)
3
,
pp. 227-252
Persistent link: https://www.econbiz.de/10007772721
Saved in:
10
Credit risk analysis of mortgage loans: An application to the Italian market
Mari, Carlo
;
Renò, Roberto
- In:
European journal of operational research : EJOR
163
(
2005
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10007778258
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