Roberto Renò

3.3k total citations · 1 hit paper
92 papers, 1.9k citations indexed

About

Roberto Renò is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Roberto Renò has authored 92 papers receiving a total of 1.9k indexed citations (citations by other indexed papers that have themselves been cited), including 67 papers in Finance, 46 papers in Economics and Econometrics and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Roberto Renò's work include Stochastic processes and financial applications (38 papers), Financial Risk and Volatility Modeling (38 papers) and Complex Systems and Time Series Analysis (32 papers). Roberto Renò is often cited by papers focused on Stochastic processes and financial applications (38 papers), Financial Risk and Volatility Modeling (38 papers) and Complex Systems and Time Series Analysis (32 papers). Roberto Renò collaborates with scholars based in Italy, United States and France. Roberto Renò's co-authors include Fulvio Corsi, Davide Pirino, Federico M. Bandi, Emilio Barucci, Cecilia Mancini, C. Hohenemser, Simone Bianco, Massimiliano Caporin, Giulia Iori and G. Masi and has published in prestigious journals such as Proceedings of the National Academy of Sciences, Physical Review Letters and Journal of Financial Economics.

In The Last Decade

Roberto Renò

84 papers receiving 1.8k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Threshold bipower variation and the impact of jumps on volatility forecasting

2010 396 citations Fulvio Corsi, Davide Pirino et al. Cineca Institutional Research Information System (Tor Vergata University) profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Roberto Renò Italy	22	1.4k	1.1k	305	138	110	92	1.9k
Riccardo Rebonato United Kingdom	20	1.1k 0.8×	493 0.4×	209 0.7×	154 1.1×	62 0.6×	105	1.7k
Paul Wilmott United Kingdom	25	2.2k 1.5×	963 0.8×	134 0.4×	316 2.3×	28 0.3×	80	3.0k
Michel M. Dacorogna Switzerland	28	2.5k 1.7×	2.7k 2.4×	526 1.7×	521 3.8×	63 0.6×	95	3.9k
Yingying Li China	22	600 0.4×	344 0.3×	105 0.3×	105 0.8×	122 1.1×	95	1.5k
Sergio M. Focardi Italy	22	462 0.3×	421 0.4×	82 0.3×	279 2.0×	31 0.3×	103	1.5k
M.S. Adler United States	27	2.0k 1.4×	1.6k 1.4×	1.2k 4.0×	79 0.6×	9 0.1×	128	4.6k
Robert Almgren United States	13	1.3k 0.9×	955 0.8×	105 0.3×	539 3.9×	11 0.1×	31	2.0k
Jean‐Paul Laurent France	19	944 0.7×	384 0.3×	61 0.2×	357 2.6×	78 0.7×	63	1.5k
Stavros Stavroyiannis Greece	21	335 0.2×	615 0.5×	62 0.2×	253 1.8×	8 0.1×	75	1.4k
Jean‐Philippe Bouchaud France	17	425 0.3×	423 0.4×	63 0.2×	92 0.7×	31 0.3×	47	1.2k

Countries citing papers authored by Roberto Renò

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Roberto Renò

This figure shows the co-authorship network connecting the top 25 collaborators of Roberto Renò. A scholar is included among the top collaborators of Roberto Renò based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Roberto Renò. Roberto Renò is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Renò, Roberto, et al.. (2025). BUMVU estimators. Journal of Econometrics. 254. 105942–105942. 2 indexed citations

2.

Christensen, Kim, et al.. (2025). Do designated market makers provide liquidity during downward extreme price movements?. Journal of Financial Markets. 76. 100988–100988.

3.

Fabozzi, Frank J., Maria Cristina Recchioni, & Roberto Renò. (2025). Fifty years at the interface between financial modeling and operations research. European Journal of Operational Research. 327(1). 1–21.

4.

Laurent, Sébastien, Roberto Renò, & Shuping Shi. (2024). Realized drift. Journal of Econometrics. 254. 105813–105813. 3 indexed citations

5.

Bandi, Federico M., et al.. (2023). Discontinuous Trading in Continuous-Time Econometrics. SSRN Electronic Journal. 3 indexed citations

6.

Bandi, Federico M., Nicola Fusari, & Roberto Renò. (2023). 0DTE Option Pricing. SSRN Electronic Journal. 1 indexed citations

7.

Caporin, Massimiliano, et al.. (2017). Systemic co-jumps. Journal of Financial Economics. 126(3). 563–591. 49 indexed citations

8.

Caporin, Massimiliano, et al.. (2016). Systemic Co-Jumps. SSRN Electronic Journal. 2 indexed citations

9.

Renò, Roberto, et al.. (2015). Smiling Twice: The Heston++ Model. SSRN Electronic Journal. 4 indexed citations

10.

Corsi, Fulvio, Davide Pirino, & Roberto Renò. (2010). Threshold bipower variation and the impact of jumps on volatility forecasting. Cineca Institutional Research Information System (Tor Vergata University). 396 indexed citations breakdown →

11.

Renò, Roberto, et al.. (2010). Spot Volatility Estimation Using Delta Sequences. SSRN Electronic Journal. 5 indexed citations

12.

Gianfreda, Angelica, et al.. (2007). Does it take volume to move European electricity spot prices. UVaDOC UVaDOC University of Valladolid Documentary Repository (University of Valladolid). 59–85. 2 indexed citations

13.

Barucci, Emilio, et al.. (2004). Asset prices anomalies under bounded rationality. Cineca Institutional Research Information System (Tor Vergata University). 3 indexed citations

14.

Renò, Roberto, et al.. (2004). Statistical properties of trading volume depending on size. Physica A Statistical Mechanics and its Applications. 346(3-4). 518–528. 3 indexed citations

15.

Barucci, Emilio, Paul Malliavin, Maria Elvira Mancino, Roberto Renò, & Anton Thalmaier. (2003). The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability. SSRN Electronic Journal. 2 indexed citations

16.

Clark, A. V., R. B. Thompson, Roberto Renò, et al.. (1990). Ultrasonic Measurement of Sheet Steel Texture and Formability: Comparison with Neutron Diffraction and Mechanical Measurements. Research in Nondestructive Evaluation. 2(4). 239–257. 7 indexed citations

17.

Rosen, M., et al.. (1982). An investigation of the precipitation-hardening process in aluminum alloy 2219 by means of sound wave velocity and ultrasonic attenuation. Materials Science and Engineering. 53(2). 163–177. 35 indexed citations

18.

Renò, Roberto, R. L. Rasera, & G. Schmidt. (1974). Temperature dependence of the electric quadrupole interaction at scandium impurities in titanium. Physics Letters A. 50(4). 243–244. 18 indexed citations

19.

Hohenemser, C., Roberto Renò, & A. P. Mills. (1970). Delayed Coincidence Time Resolution: NaI(Tl). IEEE Transactions on Nuclear Science. 17(3). 390–404. 18 indexed citations

20.

Hohenemser, C., et al.. (1969). Time-Differential Perturbed Angular-Correlation Experiment forFe57in a Ni Host, and a Comparison with the Mössbauer Effect. Physical Review. 184(2). 298–302. 21 indexed citations

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.

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