City Research Online

Items where Author is "Reno, R."

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Number of items: 5.

Article

Corsi, F. and Reno, R. (2012). Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling. Journal of Business and Economic Statistics, 30(3), pp. 368-380. doi: 10.1080/07350015.2012.663261

Corsi, F., Pirino, D. and Reno, R. (2010). Threshold bipower variation and the impact of jumps on volatility forecasting. Journal of Econometrics, 159(2), pp. 276-288. doi: 10.1016/j.jeconom.2010.07.008

Iori, G., Reno, R., de Masi, G. and Caldarelli, G. (2007). Trading strategies in the Italian interbank market. Physica A: Statistical Mechanics and its Applications, 376, pp. 467-479. doi: 10.1016/j.physa.2006.10.053

Book Section

Corsi, F., Audrino, F. and Reno, R. (2012). HAR Modeling for Realized Volatility Forecasting. In: Handbook of Volatility Models and Their Applications. (pp. 363-382). New Jersey, USA: John Wiley & Sons, Inc. ISBN 9780470872512

Monograph

Iori, G., Reno, R., de Masi, G. and Caldarelli, G. (2006). Trading strategies in the Italian interbank market (06/03). London, UK: Department of Economics, City University London.

This list was generated on Thu Dec 5 05:03:17 2019 UTC.