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Article
33
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Undetermined
31
Italian
2
Author
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Pelizzon, Loriana
18
Renò, Roberto
11
Billio, Monica
6
Christensen, Kim
4
Podolskij, Mark
4
Getmansky, Mila
3
Mari, Carlo
3
Sartore, Domenico
3
Weber, Guglielmo
3
Lo, Andrew W
2
Mancini, Cecilia
2
Nicolò, Antonio
2
Parigi, Bruno M.
2
Schaefer, Stephen
2
Bandi, Federico M.
1
Barucci, Emilio
1
Bison, Gianluca
1
Casarin, Roberto
1
Gentile, Monica
1
Grava, Teresa
1
Gray, Dale
1
Kinnebrock, Silja
1
Lazzarin, Marco
1
Lo, Andrew W.
1
Mancino, Maria Elvira
1
Mannolini, Antonio
1
Merton, Robert C
1
Monte, Roberto
1
Oomen, Roel
1
Rettore, Enrico
1
Roma, Antonio
1
Sottana, Emanuela
1
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1
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Journal of econometrics
5
Journal of banking & finance
4
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Applied mathematical finance
2
Journal of financial intermediation
2
Working paper / National Bureau of Economic Research, Inc
2
Computational economics
1
Econometric theory
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
Journal of economics and business
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of multinational financial management
1
Moneta e credito
1
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
1
Rivista italiana degli economisti : the journal of the Italian Economic Association
1
The European journal of finance
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OLC EcoSci
ECONIS (ZBW)
428
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EconStor
88
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Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10008211979
Saved in:
2
Realized range-based estimation of integrated variance
Christensen, Kim
;
Podolskij, Mark
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 323-349
Persistent link: https://www.econbiz.de/10007859786
Saved in:
3
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 116-134
Persistent link: https://www.econbiz.de/10008455133
Saved in:
4
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 74-99
Persistent link: https://www.econbiz.de/10008455135
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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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