Concepedia

Roberto Renò

RR

49

Publications

2.9K

Citations

26

H-Index

1970

Active since

Affiliations

University of Siena(Current)

University of Verona

Johns Hopkins University

University of Pisa

Ecole des Hautes Etudes Commerciales du Nord

Roberto Renò is an author at University of Siena specializing in business, finance, and volatility modeling.

Top concepts

BusinessFinanceEngineeringVolatility ModelingAsset PricingStatisticsEconomicsFinancial EconomicsMultivariate Stochastic VolatilityForecasting

Publications per year

1970–2024

49

Publications

49

Threshold bipower variation and the impact of jumps on volatility forecasting

Fulvio Corsi, Davide Pirino, Roberto Renò · Cineca Institutional Research Information System (Tor Vergata University) · 2010 · 536 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +11

Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling

Fulvio Corsi, Roberto Renò · Journal of Business and Economic Statistics · 2012 · 330 citations

Volatility Modeling, Engineering, Forecasting Performance +17

Search for νμ→νe oscillations in the NOMAD experiment

P. Astier, D. Autiero, A. Baldisseri et al. · Physics Letters B · 2003 · 198 citations · Full text

Price and volatility co-jumps

Federico M. Bandi, Roberto Renò · Journal of Financial Economics · 2015 · 164 citations

Volatility Modeling, Volatility Co-jumps, Financial Economics +5

Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting

Fulvio Corsi, Davide Pirino, Roberto Renò · SSRN Electronic Journal · 2008 · 114 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +11

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