Access Statistics for Fulvio Corsi
Author contact details at EconPapers.
| 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 | 3 | 9 | 47 | 874 | 6 | 26 | 146 | 2,065 |
| Bridge homogeneous volatility estimators | 0 | 0 | 0 | 4 | 0 | 1 | 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 | 1 | 3 | 15 | 135 | 1 | 5 | 27 | 360 |
| 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 | 1 | 1 | 12 | 321 |
| The Volatility of Realized Volatility | 0 | 1 | 5 | 195 | 3 | 8 | 29 | 543 |
| Threshold bipower variation and the impact of jumps on volatility forecasting | 1 | 1 | 5 | 112 | 3 | 5 | 17 | 365 |
| Total Journal Articles | 5 | 14 | 80 | 1,494 | 14 | 46 | 240 | 4,006 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail