Roberto Renò
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 67
- Financial Risk and Volatility Modeling 39
- Stochastic processes and financial applications 37
- Financial Markets and Investment Strategies 22
- Credit Risk and Financial Regulations 7
-
- Complex Systems and Time Series Analysis 31
- Market Dynamics and Volatility 19
- Co-authors
- Fulvio Corsi (5 shared papers)Davide Pirino (10 shared papers)Federico M. Bandi (17 shared papers)Emilio Barucci (9 shared papers)Cecilia Mancini (3 shared papers)C. Hohenemser (6 shared papers)Simone Bianco (3 shared papers)Massimiliano Caporin (1 shared paper)
- Journals
- Journal of Econometrics (6 papers)Physica A Statistical Mechanics and its Applications (3 papers)Physical Review Letters (2 papers)Economics Letters (2 papers)International Journal of Theoretical and Applied Finance (2 papers)
- Partner nations
- ItalyUnited StatesFrance
In The Last Decade
Roberto Renò
83 papers receiving 1.9k citations
Roberto Renò's Hit Papers
Peers
Comparison fields: 5 of 80
- Finance 1.5k
- Economics and Econometrics 1.2k
- General Economics, Econometrics and Finance 308
- Statistics and Probability 115
- Management Science and Operations Research 142
Countries citing papers authored by Roberto Renò
This map shows the geographic impact of Roberto Renò's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Roberto Renò with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roberto Renò more than expected).
Fields of papers citing papers by Roberto Renò
This network shows the impact of papers produced by Roberto Renò. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Roberto Renò. The network helps show where Roberto Renò may publish in the future.
Co-authors
The 25 scholars most cited alongside Roberto Renò, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 92 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Threshold bipower variation and the impact of jumps on volatility forecasting Hit paper breakdown → | 2010 | 408 |
| 2 | 2012 | 245 | |
| 3 | 2015 | 117 | |
| 4 | 2012 | 71 | |
| 5 | 2008 | 67 | |
| 6 | 2003 | 65 | |
| 7 | 2002 | 65 | |
| 8 | 2017 | 52 | |
| 9 | 2002 | 50 | |
| 10 | 2006 | 44 | |
| 11 | 2008 | 39 | |
| 12 | 2010 | 39 | |
| 13 | 1982 | 38 | |
| 14 | 2017 | 37 | |
| 15 | 2018 | 35 | |
| 16 | 2020 | 31 | |
| 17 | 1970 | 30 | |
| 18 | 2015 | 29 | |
| 19 | 1972 | 29 | |
| 20 | 1988 | 28 |
About Roberto Renò
Roberto Renò is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Atomic and Molecular Physics, and Optics and Mechanical Engineering, having authored 92 papers that have together received 2.0k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (39 papers), Stochastic processes and financial applications (37 papers), Complex Systems and Time Series Analysis (31 papers), Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (19 papers), Monetary Policy and Economic Impact (12 papers), Credit Risk and Financial Regulations (7 papers) and Ultrasonics and Acoustic Wave Propagation (6 papers). The work is most often cited by research in Finance (1.5k citations), Economics and Econometrics (1.2k citations), General Economics, Econometrics and Finance (308 citations), Statistics and Probability (115 citations) and Management Science and Operations Research (142 citations). Roberto Renò has collaborated with scholars based in Italy, United States and France. Frequent co-authors include Fulvio Corsi, Davide Pirino, Federico M. Bandi, Emilio Barucci, Cecilia Mancini, C. Hohenemser, Simone Bianco, Massimiliano Caporin, R. L. Rasera and Guido Caldarelli. Their work appears in journals such as Journal of Econometrics, Physica A Statistical Mechanics and its Applications, Physical Review Letters, Economics Letters and International Journal of Theoretical and Applied Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.