Riccardo Rebonato

84 papers and 1.1k indexed citations i.

Riccardo Rebonato has authored 84 papers that have received a total of 1.1k indexed citations. This includes 53 papers in Finance, 33 papers in Economics and Econometrics and 16 papers in General Economics, Econometrics and Finance. The topics of these papers are Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (28 papers) and Financial Markets and Investment Strategies (21 papers). Riccardo Rebonato is often cited by papers focused on Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (28 papers) and Financial Markets and Investment Strategies (21 papers) and collaborates with scholars based in United Kingdom, France and Slovakia. Riccardo Rebonato's co-authors include R. Caciuffo, A. Bœuf, F. Rustichelli, Peter Jäckel and Mark S. Joshi and has published in prestigious journals such as Physical Review Letters, Journal of Nuclear Materials and Materials Letters