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	1	1	4	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	0	0	2	399
Modeling Tick-by-Tick Realized Correlations	0	0	0	203	1	1	1	474
Modelling systemic price cojumps with Hawkes factor models	0	0	0	19	0	0	0	108
Realized Correlation Tick-by-Tick	1	1	2	229	1	2	3	645
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	103	1	2	3	300
Realizing Smiles: Pricing Options with Realized Volatility	0	0	1	52	1	1	3	301
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect	0	0	0	32	1	1	2	152
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	0	4	521	1	3	10	1,247
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting	0	0	0	161	2	4	5	464
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	0	18	1	1	6	92
Volatility Forecasting: The Jumps Do Matter	0	0	3	162	0	1	12	461
Volatility forecasting: the jumps do matter	0	1	1	191	0	3	5	563
Total Working Papers	1	2	12	2,506	10	20	59	6,752

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	1	9	32	891	5	26	98	2,116
Bridge homogeneous volatility estimators	0	0	0	4	1	2	3	25
Discrete sine transform for multi-scale realized volatility measures§	0	1	1	6	0	1	2	64
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling	1	2	6	137	4	5	21	371
Modeling tick-by-tick realized correlations	0	0	2	60	0	0	3	212
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	11	0	0	0	55
Realizing smiles: Options pricing with realized volatility	0	1	6	100	0	3	13	328
The Volatility of Realized Volatility	0	1	5	198	2	5	29	555
Threshold bipower variation and the impact of jumps on volatility forecasting	0	1	5	115	3	10	24	380
Total Journal Articles	2	15	57	1,522	15	52	193	4,106

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05