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Andrea Renzetti

1 paper hereh-index 11470 citations30 works total

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author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • econ.EM1
same name
  • Andrea Renzetti — 3 papers, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedModelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

econ.EM2023★ 1 cited

Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models

Andrea Renzetti

Monitoring downside risk and upside risk to the key macroeconomic indicators is critical for effective policymaking aimed at maintaining economic stability. In this paper I propose…

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