Dr. Roberto Renò Profile

Dr. Roberto Renò

at Univ degli Studi di Siena

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Publications (2)

Proceedings Article | 15 June 2007 Paper

Volatility and serial correlation: revisiting the LeBaron effect

Simone Bianco, Roberto Renò

Proceedings Volume 6601, 66010Y (2007) https://doi.org/10.1117/12.724714

KEYWORDS: Data modeling, Liquids, Monte Carlo methods, Autoregressive models, Statistical modeling, Stochastic processes, Complex systems, Yield improvement

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Proceedings Article | 23 May 2005 Paper

Serial correlation in the Italian futures market

Simone Bianco, Roberto Reno

Proceedings Volume 5848, (2005) https://doi.org/10.1117/12.607897

KEYWORDS: Fourier transforms, Statistical analysis, Nomenclature, Analytical research, Data modeling, Correlation function, Solids, Error analysis, Data analysis, Motion models

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