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 5 16 19 370
Consistent high-precision volatility from high-frequency data 0 0 0 490 0 3 7 1,086
Homogeneous Volatility Bridge Estimators 0 0 0 16 0 4 5 63
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation 0 0 0 123 1 5 8 407
Modeling Tick-by-Tick Realized Correlations 0 0 0 203 5 31 33 506
Modelling systemic price cojumps with Hawkes factor models 0 0 0 19 0 1 3 111
Realized Correlation Tick-by-Tick 0 0 2 230 1 4 8 651
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 0 0 0 103 7 15 19 317
Realizing Smiles: Pricing Options with Realized Volatility 0 0 0 52 1 9 12 312
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect 0 0 0 32 0 0 3 153
Smile from the Past: A general option pricing framework with multiple volatility and leverage components 0 0 0 15 1 5 10 67
The volatility of realized volatility 0 0 2 521 0 7 16 1,257
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 0 1 1 162 1 6 28 487
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 0 18 0 5 6 97
Volatility Forecasting: The Jumps Do Matter 0 2 6 166 1 7 19 474
Volatility forecasting: the jumps do matter 1 1 2 192 4 21 28 588
Total Working Papers 1 4 13 2,513 27 139 224 6,946

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 5 12 41 915 19 67 165 2,230
Bridge homogeneous volatility estimators 0 0 0 4 0 4 7 30
Discrete sine transform for multi-scale realized volatility measures§ 0 0 1 6 0 2 3 66
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 0 0 6 141 0 6 28 388
Modeling tick-by-tick realized correlations 0 0 1 60 3 9 12 223
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 0 0 0 11 2 5 12 67
Realizing smiles: Options pricing with realized volatility 0 0 2 101 3 7 15 336
The Volatility of Realized Volatility 0 0 3 198 0 6 23 566
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 3 115 4 11 33 398
Total Journal Articles 5 12 57 1,551 31 117 298 4,304

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Statistics updated 2026-03-04