CINECA IRIS Institutional Research Information System

CORSI, FULVIO
 Distribuzione geografica
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Continente #
NA - Nord America 1.694
EU - Europa 503
AS - Asia 174
SA - Sud America 10
OC - Oceania 2
Continente sconosciuto - Info sul continente non disponibili 1
Totale 2.384
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Nazione #
US - Stati Uniti d'America 1.667
IT - Italia 316
CN - Cina 130
BG - Bulgaria 76
SE - Svezia 66
VN - Vietnam 33
CA - Canada 27
FR - Francia 18
CO - Colombia 8
DE - Germania 8
GB - Regno Unito 6
HK - Hong Kong 5
RU - Federazione Russa 4
NL - Olanda 3
SG - Singapore 3
AU - Australia 2
FI - Finlandia 2
JP - Giappone 2
AR - Argentina 1
CH - Svizzera 1
EC - Ecuador 1
EU - Europa 1
IN - India 1
PL - Polonia 1
RO - Romania 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 2.384
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Città #
Fairfield 306
Ashburn 185
Seattle 145
Woodbridge 139
Cambridge 112
Houston 109
Serra 106
Wilmington 98
Sofia 76
Beijing 72
Milan 62
Ann Arbor 56
New York 56
Des Moines 47
Princeton 38
Chandler 34
Lawrence 33
Medford 32
Ottawa 26
Marseille 17
Pisa 17
Washington 15
Nanjing 12
San Diego 10
Dallas 9
Boulder 8
Dong Ket 8
Kunming 7
Shenyang 7
Nanchang 6
Redwood City 6
Florence 5
Genova 5
Rome 5
Scuola 5
Changsha 4
Los Angeles 4
Central 3
Chicago 3
Dearborn 3
Frankfurt am Main 3
Lucca 3
Xian 3
Buti 2
Capannori 2
Carrara 2
Castiglion Fibocchi 2
Hefei 2
Jiaxing 2
Lappeenranta 2
London 2
Norwalk 2
Osaka 2
Santa Clara 2
Shanghai 2
Verona 2
Vignola 2
Altendorf 1
Altopascio 1
Bottrop 1
Bratislava 1
Buenos Aires 1
Buscate 1
Capannoli 1
Caserta 1
Chongqing 1
Edinburgh 1
Figtree 1
Fucecchio 1
Hayes 1
Hebei 1
Jinan 1
Kiel 1
La Spezia 1
Marlia 1
Medellín 1
Monza 1
New Delhi 1
Ningbo 1
Nottingham 1
Oak Brook 1
Piombino 1
Quito 1
Richardson 1
State College 1
Sydney 1
Tappahannock 1
The Hague 1
Tianjin 1
Toronto 1
Unirea 1
Warsaw 1
Wenzhou 1
Wolverhampton 1
Zhengzhou 1
Totale 1.966
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Nome #
Modelling systemic price cojumps with Hawkes factor models 111
A Simple Approximate Long-Memory Model of Realized Volatility 96
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 95
Realizing smiles: Options pricing with realized volatility 94
Consistent High-precision Volatility from High-frequency Data 87
Modeling tick-by-tick realized correlations 85
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 83
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation 82
Measuring the propagation of financial distress with Granger-causality tail risk networks 80
A Stochastic Volatility Model With Realized Measures for Option Pricing 80
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators 80
A stochastic volatility framework with analytical filtering 79
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 79
Bridge homogeneous volatility estimators 77
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 77
Comment on: Price Discovery in High Resolution 77
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model 77
Smile from the past: A general option pricing framework with multiple volatility and leverage components 76
Follow the money: The monetary roots of bubbles and crashes 75
Risk Allocation: The Double Face of Financial Derivatives 69
HAR Modeling for Realized Volatility Forecasting 69
Entropy and Efficiency of the ETF Market 69
Discrete sine transform for multi-scale realized volatility measures 67
Intraday LeBaron effects 66
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 66
When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification 66
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns 64
The Volatility of Realized Volatility 61
Threshold bipower variation and the impact of jumps on volatility forecasting 60
null 59
A DCC-type approach for realized covariance modeling with score-driven dynamics 38
The continuous-time limit of score-driven volatility models 37
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics 34
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns 15
Totale 2.430
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Categoria #
all - tutte 7.046
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 7.046
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019181 0 0 0 0 0 0 0 0 0 0 101 80
2019/2020881 96 112 116 53 74 71 87 67 78 57 60 10
2020/2021302 22 19 19 14 25 14 9 48 39 25 22 46
2021/2022306 14 5 12 19 51 46 6 14 24 10 11 94
2022/2023257 40 20 17 14 10 52 3 19 51 4 22 5
2023/2024291 24 35 39 16 64 85 7 3 5 12 1 0
Totale 2.430