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~subject:"Volatility"
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Volatility
Theorie
54
Theory
53
Volatilität
39
Italien
21
Italy
20
Stochastic process
18
Stochastischer Prozess
18
Börsenkurs
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Banking supervision
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English
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Renò, Roberto
39
Pirino, Davide
8
Bandi, Federico M.
7
Corsi, Fulvio
6
Barucci, Emilio
5
Kolokolov, Aleksey
4
Mancini, Cecilia
3
Mancino, Maria Elvira
3
Caporin, Massimiliano
2
Mattiussi, Vanessa
2
Pacati, Claudio
2
Pompa, Gabriele
2
Bandi, F. M.
1
Christensen, Kim
1
Fusari, Nicola
1
Gruber, Peter H.
1
Kolokolov, Alexey
1
Malliavin, Paul
1
Oomen, Roel
1
Pasquale, Maria
1
Renò, R.
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Rizza, Rosario
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Tebaldi, Claudio
1
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Journal of econometrics
4
Econometric theory
2
Economics letters
2
Global COE Hi-Stat discussion paper series
2
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Physica A: Statistical Mechanics and its Applications
2
Applied financial economics letters
1
Applied mathematical finance
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
LEM working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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New trends in banking management : with 42 tables
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ECONIS (ZBW)
39
RePEc
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On measuring volatility and the GARCH forecasting performance
Barucci, Emilio
;
Renò, Roberto
- In:
Journal of international financial markets, …
12
(
2002
)
3
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001705858
Saved in:
2
The price-volatility feedback rate : an implementable mathematical indicator of market stability
Barucci, Emilio
;
Malliavin, Paul
;
Mancino, Maria Elvira
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001765629
Saved in:
3
On measuring volatility of diffusion processes with high frequency data
Barucci, Emilio
;
Renò, Roberto
- In:
Economics letters
74
(
2002
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10001654097
Saved in:
4
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/10003748738
Saved in:
5
Nonparametric estimation of stochastic volatility models
Renò, Roberto
- In:
Economics letters
90
(
2006
)
3
,
pp. 390-395
Persistent link: https://www.econbiz.de/10003295287
Saved in:
6
Nonparametric estimation in models with Lévy type jumps and stochastic volatility
Mancini, Cecilia
;
Renò, Roberto
-
2005
Persistent link: https://www.econbiz.de/10003320049
Saved in:
7
Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2008
Persistent link: https://www.econbiz.de/10003825606
Saved in:
8
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854417
Saved in:
9
Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854418
Saved in:
10
Electricity prices : a nonparametric approach
Pirino, Davide
;
Renò, Roberto
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
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