| Threshold bipower variation and the impact of jumps on volatility forecasting F Corsi, D Pirino, R Reno Journal of Econometrics 159 (2), 276-288, 2010 | 312* | 2010 |
| Search for νμ→ νe oscillations in the NOMAD experiment P Astier, D Autiero, A Baldisseri, M Baldo-Ceolin, M Banner, ... Physics Letters B 570 (1-2), 19-31, 2003 | 261 | 2003 |
| Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling F Corsi, R Renò Journal of Business & Economic Statistics 30 (3), 368-380, 2012 | 130 | 2012 |
| Monetary integration, markets and regulation E Barucci, C Impenna, R Renò Research in Banking and Finance,(4), 2003 | 119 | 2003 |
| On measuring volatility and the GARCH forecasting performance E Barucci, R Reno Journal of International Financial Markets, Institutions and Money 12 (3 …, 2002 | 117 | 2002 |
| A closer look at the Epps effect R Renò International Journal of theoretical and applied finance 6 (01), 87-102, 2003 | 94 | 2003 |
| On measuring volatility of diffusion processes with high frequency data E Barucci, R Reno Economics Letters 74 (3), 371-378, 2002 | 86 | 2002 |
| A more sensitive search for νμ→ ντ oscillations in NOMAD P Astier, D Autiero, A Baldisseri, M Baldo-Ceolin, G Ballocchi, M Banner, ... Physics Letters B 453 (1-2), 169-186, 1999 | 80* | 1999 |
| Threshold estimation of Markov models with jumps and interest rate modeling C Mancini, R Renò Journal of Econometrics 160 (1), 77-92, 2011 | 76* | 2011 |
| Time-varying leverage effects FM Bandi, R Renò Journal of Econometrics 169 (1), 94-113, 2012 | 70 | 2012 |
| Price and volatility co-jumps FM Bandi, R Renò Journal of Financial Economics 119 (1), 107-146, 2016 | 62 | 2016 |
| Nonparametric stochastic volatility F Bandi, R Renò | 57 | 2010 |
| Trading strategies in the Italian interbank market G Iori, R Reno, G De Masi, G Caldarelli Physica A: Statistical Mechanics and its Applications 376, 467-479, 2007 | 54 | 2007 |
| Nonparametric estimation of the diffusion coefficient of stochastic volatility models R Reno Econometric Theory 24 (5), 1174-1206, 2008 | 52 | 2008 |
| HAR volatility modelling with heterogeneous leverage and jumps F Corsi, R Reno Available at SSRN 1316953, 2009 | 37 | 2009 |
| HAR modeling for realized volatility forecasting F Corsi, F Audrino, R Renó John Wiley & Sons, Inc, 2012 | 34 | 2012 |
| Dynamics of intraday serial correlation in the Italian futures market S Bianco, R Reno Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 34 | 2006 |
| Nonparametric estimation of stochastic volatility models R Renò Economics Letters 90 (3), 390-395, 2006 | 31 | 2006 |
| Is volatility lognormal? Evidence from Italian futures R Renò, R Rizza Physica A: Statistical Mechanics and its Applications 322, 620-628, 2003 | 24 | 2003 |
| The price‐volatility feedback rate: an implementable mathematical indicator of market stability E Barucci, P Malliavin, ME Mancino, R Renò, A Thalmaier Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 24 | 2003 |
