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 | 605 | 2010 |

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 | 319 | 2012 |

Price and volatility co-jumps FM Bandi, R Reno Journal of Financial Economics 119 (1), 107-146, 2016 | 148 | 2016 |

On measuring volatility and the GARCH forecasting performance E Barucci, R Reno Journal of International Financial Markets, Institutions and Money 12 (3 …, 2002 | 131 | 2002 |

A closer look at the Epps effect R Renò International Journal of theoretical and applied finance 6 (01), 87-102, 2003 | 126 | 2003 |

Time-varying leverage effects FM Bandi, R Renò Journal of Econometrics 169 (1), 94-113, 2012 | 119 | 2012 |

Threshold estimation of Markov models with jumps and interest rate modeling C Mancini, R Renò Journal of Econometrics 160 (1), 77-92, 2011 | 103* | 2011 |

HAR modeling for realized volatility forecasting F Corsi, F Audrino, R Renó John Wiley & Sons, Inc, 2012 | 91 | 2012 |

On measuring volatility of diffusion processes with high frequency data E Barucci, R Reno Economics Letters 74 (3), 371-378, 2002 | 90 | 2002 |

HAR volatility modelling with heterogeneous leverage and jumps F Corsi, R Reno Available at SSRN 1316953, 2009 | 85 | 2009 |

Monetary integration, markets and regulation E Barucci, C Impenna, R Renò Research in Banking and Finance,(4), 2003 | 83 | 2003 |

Nonparametric stochastic volatility FM Bandi, R Renò Econometric Theory 34 (6), 1207-1255, 2018 | 81 | 2018 |

Nonparametric estimation of the diffusion coefficient of stochastic volatility models R Reno Econometric Theory 24 (5), 1174-1206, 2008 | 67 | 2008 |

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 | 66 | 2007 |

Systemic co-jumps M Caporin, A Kolokolov, R Renò Journal of Financial Economics 126 (3), 563-591, 2017 | 58 | 2017 |

Spot volatility estimation using delta sequences C Mancini, V Mattiussi, R Renò Finance and Stochastics 19, 261-293, 2015 | 53 | 2015 |

The drift burst hypothesis K Christensen, R Oomen, R Renò Journal of Econometrics 227 (2), 461-497, 2022 | 49 | 2022 |

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 | 46 | 2006 |

Excess idle time FM Bandi, D Pirino, R Reno Econometrica 85 (6), 1793-1846, 2017 | 44 | 2017 |

Nonparametric estimation of stochastic volatility models R Renò Economics Letters 90 (3), 390-395, 2006 | 35 | 2006 |