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Barucci, Emilio
24
Renò, Roberto
11
Mancino, Maria Elvira
4
Bianchi, Carlo
3
Mari, Carlo
3
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3
Antonelli, Fabio
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Economic notes : economic review of Banca Monte dei Paschi di Siena
4
Journal of banking & finance
3
Applied mathematical finance
2
Computational economics
2
Economics letters
2
Journal of econometrics
2
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1
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1
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1
European journal of law and economics
1
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1
Giornale degli economisti e annali di economia
1
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1
International journal of finance & economics : IJFE
1
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1
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1
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1
Journal of evolutionary economics : JEE
1
Journal of international financial markets, institutions & money
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of economic conditions in Italy
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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
Saved in:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
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6
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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7
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
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8
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
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9
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
Saved in:
10
Specification Analysis of Diffusion Models for the Italian Short Rate
Gentile, Monica
;
Renò, Roberto
- In:
Economic notes : economic review of Banca Monte dei …
34
(
2005
)
1
,
pp. 51-84
Persistent link: https://www.econbiz.de/10007781072
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