Access Statistics for Fulvio Corsi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators	0	0	0	171	0	0	0	351
Consistent high-precision volatility from high-frequency data	0	0	1	490	0	0	5	1,079
Homogeneous Volatility Bridge Estimators	0	0	0	16	0	0	0	58
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation	0	0	0	123	0	0	2	399
Modeling Tick-by-Tick Realized Correlations	0	0	1	203	0	0	1	473
Modelling systemic price cojumps with Hawkes factor models	0	0	0	19	0	0	1	108
Realized Correlation Tick-by-Tick	0	0	1	228	1	1	3	644
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	103	0	0	1	298
Realizing Smiles: Pricing Options with Realized Volatility	0	0	2	52	0	0	3	300
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect	0	0	0	32	0	0	1	151
Smile from the Past: A general option pricing framework with multiple volatility and leverage components	0	0	0	15	0	0	3	57
The volatility of realized volatility	0	1	4	521	1	3	9	1,245
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting	0	0	0	161	1	1	2	461
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	0	18	0	0	5	91
Volatility Forecasting: The Jumps Do Matter	0	2	4	162	1	4	16	461
Volatility forecasting: the jumps do matter	1	1	2	191	3	3	8	563
Total Working Papers	1	4	15	2,505	7	12	60	6,739

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Simple Approximate Long-Memory Model of Realized Volatility	3	11	29	885	7	32	87	2,097
Bridge homogeneous volatility estimators	0	0	0	4	0	0	1	23
Discrete sine transform for multi-scale realized volatility measures§	1	1	1	6	1	1	2	64
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling	1	1	10	136	1	5	23	367
Modeling tick-by-tick realized correlations	0	1	2	60	0	1	4	212
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	11	0	0	1	55
Realizing smiles: Options pricing with realized volatility	1	1	7	100	3	7	16	328
The Volatility of Realized Volatility	0	2	4	197	0	7	26	550
Threshold bipower variation and the impact of jumps on volatility forecasting	1	2	5	115	5	9	19	375
Total Journal Articles	7	19	58	1,514	17	62	179	4,071

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Statistics updated 2025-07-04