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	4	6	7	358
Consistent high-precision volatility from high-frequency data	0	0	1	490	1	4	7	1,084
Homogeneous Volatility Bridge Estimators	0	0	0	16	3	4	4	62
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation	0	0	0	123	1	3	5	403
Modeling Tick-by-Tick Realized Correlations	0	0	0	203	17	18	19	492
Modelling systemic price cojumps with Hawkes factor models	0	0	0	19	1	3	3	111
Realized Correlation Tick-by-Tick	0	1	2	230	1	2	5	648
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	103	1	2	6	303
Realizing Smiles: Pricing Options with Realized Volatility	0	0	0	52	3	5	6	306
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect	0	0	0	32	0	1	3	153
Smile from the Past: A general option pricing framework with multiple volatility and leverage components	0	0	0	15	1	5	6	63
The volatility of realized volatility	0	0	3	521	2	5	13	1,252
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting	0	0	0	161	1	18	23	482
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	0	18	4	4	6	96
Volatility Forecasting: The Jumps Do Matter	0	1	5	164	0	4	16	467
Volatility forecasting: the jumps do matter	0	0	1	191	3	6	10	570
Total Working Papers	0	2	12	2,509	43	90	139	6,850

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	4	14	39	907	29	68	143	2,192
Bridge homogeneous volatility estimators	0	0	0	4	4	5	7	30
Discrete sine transform for multi-scale realized volatility measures§	0	0	1	6	0	0	1	64
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling	0	3	8	141	2	10	26	384
Modeling tick-by-tick realized correlations	0	0	1	60	3	4	6	217
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	11	0	6	7	62
Realizing smiles: Options pricing with realized volatility	0	1	2	101	0	1	9	329
The Volatility of Realized Volatility	0	0	4	198	3	7	28	563
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	4	115	2	8	29	389
Total Journal Articles	4	18	59	1,543	43	109	256	4,230

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Statistics updated 2026-01-09