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	7	12	14	365
Consistent high-precision volatility from high-frequency data	0	0	1	490	2	5	9	1,086
Homogeneous Volatility Bridge Estimators	0	0	0	16	1	5	5	63
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation	0	0	0	123	3	5	7	406
Modeling Tick-by-Tick Realized Correlations	0	0	0	203	9	27	28	501
Modelling systemic price cojumps with Hawkes factor models	0	0	0	19	0	2	3	111
Realized Correlation Tick-by-Tick	0	1	2	230	2	4	7	650
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	103	7	9	13	310
Realizing Smiles: Pricing Options with Realized Volatility	0	0	0	52	5	8	11	311
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	3	7	9	66
The volatility of realized volatility	0	0	3	521	5	9	18	1,257
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting	1	1	1	162	4	10	27	486
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	0	18	1	5	6	97
Volatility Forecasting: The Jumps Do Matter	2	2	6	166	6	6	18	473
Volatility forecasting: the jumps do matter	0	0	1	191	14	19	24	584
Total Working Papers	3	4	14	2,512	69	133	202	6,919

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	3	10	39	910	19	73	152	2,211
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	2	2	3	66
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling	0	2	7	141	4	10	29	388
Modeling tick-by-tick realized correlations	0	0	1	60	3	6	9	220
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	11	3	6	10	65
Realizing smiles: Options pricing with realized volatility	0	1	2	101	4	5	13	333
The Volatility of Realized Volatility	0	0	3	198	3	7	26	566
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	4	115	5	8	32	394
Total Journal Articles	3	13	57	1,546	43	121	281	4,273

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Statistics updated 2026-02-12