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Roberto Renò

Roberto Renò

Università degli Studi di Verona - Verona / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 1856677
University of Verona
person_outline Roberto Renò's MOST POPULAR ARTICLES
1-) Threshold bipower variation and the impact of jumps on volatility forecasting Journal of Econometrics 159 (2), 276-288, 2010
2-) Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling Journal of Business & Economic Statistics 30 (3), 368-380, 2012
3-) Search for νμ→ νe oscillations in the NOMAD experiment Physics Letters B 570 (1-2), 19-31, 2003
4-) Price and volatility co-jumps Journal of Financial Economics 119 (1), 107-146, 2016
5-) A closer look at the Epps effect International Journal of theoretical and applied finance 6 (01), 87-102, 2003