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 1 1 172 1 7 21 372
Consistent high-precision volatility from high-frequency data 0 0 0 490 2 4 11 1,090
Homogeneous Volatility Bridge Estimators 0 0 0 16 2 3 8 66
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation 0 1 1 124 2 7 14 413
Modeling Tick-by-Tick Realized Correlations 0 1 1 204 2 9 37 510
Modelling systemic price cojumps with Hawkes factor models 0 0 0 19 0 1 4 112
Realized Correlation Tick-by-Tick 0 1 3 231 4 7 14 657
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 0 1 1 104 3 12 24 322
Realizing Smiles: Pricing Options with Realized Volatility 0 0 0 52 4 5 16 316
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect 0 1 1 33 3 4 6 157
Smile from the Past: A general option pricing framework with multiple volatility and leverage components 0 0 0 15 0 3 12 69
The volatility of realized volatility 0 2 2 523 0 4 18 1,261
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting 0 1 2 163 6 12 38 498
Threshold bipower variation and the impact of jumps on volatility forecasting 0 0 0 18 5 6 12 103
Volatility Forecasting: The Jumps Do Matter 0 0 5 166 3 4 18 477
Volatility forecasting: the jumps do matter 0 1 2 192 1 7 31 591
Total Working Papers 0 10 19 2,522 38 95 284 7,014

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 10 20 54 930 35 85 223 2,296
Bridge homogeneous volatility estimators 0 0 0 4 1 1 8 31
Discrete sine transform for multi-scale realized volatility measures§ 0 0 1 6 4 4 7 70
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 3 3 9 144 5 6 32 394
Modeling tick-by-tick realized correlations 0 0 1 60 0 3 12 223
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 0 0 0 11 2 6 16 71
Realizing smiles: Options pricing with realized volatility 0 1 3 102 2 7 17 340
The Volatility of Realized Volatility 0 0 3 198 0 1 22 567
Threshold bipower variation and the impact of jumps on volatility forecasting 1 1 3 116 9 19 45 413
Total Journal Articles 14 25 74 1,571 58 132 382 4,405

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Statistics updated 2026-05-06