Access Statistics for Fulvio Corsi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 1 490 0 2 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 0 0 3 643
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 0 0 0 103 0 1 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 1 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 1 3 5 521 1 4 8 1,243
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 0 0 0 161 0 1 2 460
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 0 18 0 0 7 91
Volatility Forecasting: The Jumps Do Matter 1 1 5 161 2 4 19 459
Volatility forecasting: the jumps do matter 0 0 1 190 0 0 8 560
Total Working Papers 2 5 16 2,503 3 13 64 6,730

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Approximate Long-Memory Model of Realized Volatility 2 5 29 876 8 14 106 2,073
Bridge homogeneous volatility estimators 0 0 0 4 0 0 1 23
Discrete sine transform for multi-scale realized volatility measures§ 0 0 0 5 0 0 1 63
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 0 1 14 135 0 3 26 362
Modeling tick-by-tick realized correlations 0 0 2 59 0 0 6 211
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 0 0 6 99 2 3 11 323
The Volatility of Realized Volatility 0 0 3 195 2 5 25 545
Threshold bipower variation and the impact of jumps on volatility forecasting 0 2 6 113 2 6 18 368
Total Journal Articles 2 8 60 1,497 14 31 195 4,023

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Statistics updated 2025-05-12