12 results on '"Renò, Roberto"'
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2. Realized drift
3. Systematic staleness
4. The drift burst hypothesis
5. [formula omitted] in the tails
6. Systemic co-jumps
7. Time-varying leverage effects
8. Threshold estimation of Markov models with jumps and interest rate modeling
9. Threshold bipower variation and the impact of jumps on volatility forecasting
10. On measuring volatility and the GARCH forecasting performance
11. Nonparametric estimation of stochastic volatility models
12. On measuring volatility of diffusion processes with high frequency data
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