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	1	1	1	352
Consistent high-precision volatility from high-frequency data	0	0	1	490	0	1	3	1,080
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	1	1	3	400
Modeling Tick-by-Tick Realized Correlations	0	0	0	203	0	1	1	474
Modelling systemic price cojumps with Hawkes factor models	0	0	0	19	0	0	0	108
Realized Correlation Tick-by-Tick	0	1	2	229	1	2	4	646
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	103	1	3	4	301
Realizing Smiles: Pricing Options with Realized Volatility	0	0	1	52	0	1	3	301
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect	0	0	0	32	0	1	2	152
Smile from the Past: A general option pricing framework with multiple volatility and leverage components	0	0	0	15	1	1	3	58
The volatility of realized volatility	0	0	4	521	0	2	10	1,247
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting	0	0	0	161	0	3	5	464
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	0	18	0	1	5	92
Volatility Forecasting: The Jumps Do Matter	1	1	4	163	2	2	13	463
Volatility forecasting: the jumps do matter	0	0	1	191	1	1	5	564
Total Working Papers	1	2	13	2,507	8	21	62	6,760

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	2	8	30	893	8	27	96	2,124
Bridge homogeneous volatility estimators	0	0	0	4	0	2	3	25
Discrete sine transform for multi-scale realized volatility measures§	0	0	1	6	0	0	2	64
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling	1	2	6	138	3	7	22	374
Modeling tick-by-tick realized correlations	0	0	2	60	1	1	4	213
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	11	1	1	1	56
Realizing smiles: Options pricing with realized volatility	0	0	6	100	0	0	13	328
The Volatility of Realized Volatility	0	1	5	198	1	6	29	556
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	5	115	1	6	25	381
Total Journal Articles	3	11	55	1,525	15	50	195	4,121

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Statistics updated 2025-10-06