Roberto Renò is Master in Physics at the University of Pisa and PhD in Mathematics at Scuola Normale Superiore, Pisa. He is currently Associate Professor at the University of Siena, and Visiting Scholar at Carey Business School, Johns Hopkins University in Baltimore, US. He had teaching appointments at Johns Hopkins University, European Commission, University of Rome “La Sapienza”, Rome “Tor Vergata”, LUISS “Guido Carli”, Palermo, Macerata, Milano-Bicocca, Pisa. He started his research career in high energy visiting, working at INFN, Fermilab and CERN. Starting with his PhD dissertation “Volatility Estimate via Fourier Analysis”, his research interests mainly focused on financial mathematics and financial econometrics. He mostly contributed to volatility modeling, measuring and forecasting; covariance and leverage effect; high-frequency data; nonparametric statistics; jumps detection and measurement; interest rate modeling. He published more than 40 research papers, 27 of which are listed in Scopus with 238 citations and an h-index of 8 (193 citations and h-index of 7 excluding self-citations). Other measures of his h-index are 10 (Harzing's PoP), 11 (Google Citations), 7 (ISI-WoS). He presented his work routinely in refereed international conferences.
Biography Updated on 13 August 2012