Roberto Renò

Finance · 2002–2018

A researcher in the Science corpus: 12 papers; trusts 80 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

Whom Roberto Renò trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ole E. Barndorff-Nielsen
  2. Emilio Barucci
  3. N. Shephard
  4. Bernard Walter Silverman
  5. Wolfgang Karl Härdle
  6. Fulvio Corsi
  7. Tim Bollerslev
  8. Torben G. Andersen
  9. Cecilia Mancini
  10. F. Bandi

Who trusts Roberto Renò overall

  1. Kim Christensen
  2. Paul Malliavin
  3. Fulvio Corsi
  4. Dennis Kristensen
  5. Cecilia Mancini
  6. P. R. Hansen
  7. Torben G. Andersen
  8. Yacine Aït-Sahalia
  9. Claudio Pacati
  10. Feng Ma

Papers from Roberto Renò's perspective

Ordered by how strongly the researchers Roberto Renò trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  3. Separating Microstructure Noise from Volatility
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Generalized autoregressive conditional heteroskedasticity
  6. Financial Modelling with Jump Processes
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. Power and bipower variation with stochastic volatility and jumps
  9. The distribution of realized stock return volatility
  10. An empirical investigation of continuous-time equity return models

Their papers