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	1	3	3	354
Consistent high-precision volatility from high-frequency data	0	0	1	490	2	3	6	1,083
Homogeneous Volatility Bridge Estimators	0	0	0	16	1	1	1	59
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation	0	0	0	123	1	3	4	402
Modeling Tick-by-Tick Realized Correlations	0	0	0	203	1	1	2	475
Modelling systemic price cojumps with Hawkes factor models	0	0	0	19	1	2	2	110
Realized Correlation Tick-by-Tick	1	1	2	230	1	2	4	647
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	103	1	2	5	302
Realizing Smiles: Pricing Options with Realized Volatility	0	0	0	52	0	2	4	303
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	3	5	6	62
The volatility of realized volatility	0	0	3	521	2	3	11	1,250
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting	0	0	0	161	5	17	22	481
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	0	18	0	0	2	92
Volatility Forecasting: The Jumps Do Matter	0	2	5	164	0	6	16	467
Volatility forecasting: the jumps do matter	0	0	1	191	2	4	7	567
Total Working Papers	1	3	12	2,509	21	55	98	6,807

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	12	38	903	25	47	124	2,163
Bridge homogeneous volatility estimators	0	0	0	4	0	1	4	26
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	2	4	9	141	4	11	27	382
Modeling tick-by-tick realized correlations	0	0	1	60	0	2	3	214
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects	0	0	0	11	3	7	7	62
Realizing smiles: Options pricing with realized volatility	1	1	2	101	1	1	9	329
The Volatility of Realized Volatility	0	0	4	198	1	5	25	560
Threshold bipower variation and the impact of jumps on volatility forecasting	0	0	4	115	1	7	27	387
Total Journal Articles	6	17	59	1,539	35	81	227	4,187

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Statistics updated 2025-12-06