CORSI, FULVIO
 Distribuzione geografica
Continente #
NA - Nord America 2.402
AS - Asia 1.051
EU - Europa 724
SA - Sud America 139
AF - Africa 17
OC - Oceania 3
Continente sconosciuto - Info sul continente non disponibili 1
Totale 4.337
Nazione #
US - Stati Uniti d'America 2.356
CN - Cina 445
IT - Italia 363
SG - Singapore 262
HK - Hong Kong 135
BR - Brasile 103
VN - Vietnam 83
BG - Bulgaria 76
SE - Svezia 67
NL - Olanda 56
FR - Francia 49
CA - Canada 35
RU - Federazione Russa 26
TR - Turchia 26
FI - Finlandia 23
JP - Giappone 22
DE - Germania 19
GB - Regno Unito 17
IN - India 13
AR - Argentina 12
HU - Ungheria 12
IQ - Iraq 12
CO - Colombia 11
BD - Bangladesh 9
ID - Indonesia 9
PK - Pakistan 9
MA - Marocco 5
EC - Ecuador 4
MX - Messico 4
MY - Malesia 4
PL - Polonia 4
SA - Arabia Saudita 4
UZ - Uzbekistan 4
ZA - Sudafrica 4
AU - Australia 3
PY - Paraguay 3
VE - Venezuela 3
AE - Emirati Arabi Uniti 2
CZ - Repubblica Ceca 2
JO - Giordania 2
PH - Filippine 2
AO - Angola 1
AT - Austria 1
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BE - Belgio 1
BH - Bahrain 1
BO - Bolivia 1
BS - Bahamas 1
CH - Svizzera 1
CL - Cile 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
EG - Egitto 1
ES - Italia 1
EU - Europa 1
GA - Gabon 1
GT - Guatemala 1
IE - Irlanda 1
IL - Israele 1
JM - Giamaica 1
KR - Corea 1
KZ - Kazakistan 1
LC - Santa Lucia 1
LT - Lituania 1
ME - Montenegro 1
NG - Nigeria 1
NI - Nicaragua 1
NP - Nepal 1
PE - Perù 1
PR - Porto Rico 1
RO - Romania 1
SD - Sudan 1
SK - Slovacchia (Repubblica Slovacca) 1
TG - Togo 1
TH - Thailandia 1
TN - Tunisia 1
TW - Taiwan 1
Totale 4.337
Città #
Fairfield 306
Ashburn 285
Shanghai 237
Santa Clara 177
Singapore 154
Seattle 150
Woodbridge 139
Hong Kong 128
Cambridge 112
Houston 110
Serra 106
San Jose 100
Wilmington 98
Beijing 95
Sofia 76
New York 69
Milan 62
Ann Arbor 56
Dallas 50
Des Moines 47
Princeton 38
Chandler 34
Boardman 33
Lawrence 33
Medford 32
Lauterbourg 28
Los Angeles 26
Ottawa 26
Redondo Beach 23
Istanbul 22
Pisa 19
Tokyo 18
Helsinki 17
Lucca 17
Marseille 17
Hanoi 16
Minneapolis 16
Washington 16
Ho Chi Minh City 15
Woerden 15
Buffalo 13
Florence 13
Budapest 12
Nanjing 12
Council Bluffs 11
Baltimore 10
Chicago 10
Rome 10
San Diego 10
Boulder 8
Dong Ket 8
Kunming 7
Shenyang 7
Frankfurt am Main 6
Lappeenranta 6
Nanchang 6
Redwood City 6
São Paulo 6
Genova 5
Scuola 5
Viareggio 5
Baghdad 4
Changsha 4
Curitiba 4
Orem 4
Ribeirão Preto 4
Toronto 4
Warsaw 4
Agadir 3
Belo Horizonte 3
Brooklyn 3
Central 3
Da Nang 3
Dearborn 3
Falkenstein 3
Fuzhou 3
Lahore 3
Montreal 3
Osaka 3
Phoenix 3
Quito 3
Riyadh 3
San Francisco 3
Sorocaba 3
Tashkent 3
Xian 3
Xuzhou 3
Amman 2
Amsterdam 2
Arlington 2
Atlanta 2
Betim 2
Biên Hòa 2
Brasília 2
Brno 2
Buenos Aires 2
Buti 2
Bắc Ninh 2
Calgary 2
Capannori 2
Totale 3.305
Nome #
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 318
A Stochastic Volatility Model With Realized Measures for Option Pricing 191
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 174
Modelling systemic price cojumps with Hawkes factor models 172
Comment on: Price Discovery in High Resolution 164
A Simple Approximate Long-Memory Model of Realized Volatility 151
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation 146
Entropy and Efficiency of the ETF Market 137
Realizing smiles: Options pricing with realized volatility 136
A stochastic volatility framework with analytical filtering 133
Measuring the propagation of financial distress with Granger-causality tail risk networks 133
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model 132
Consistent High-precision Volatility from High-frequency Data 129
Bridge homogeneous volatility estimators 129
When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification 129
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators 129
Smile from the past: A general option pricing framework with multiple volatility and leverage components 128
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 127
Modeling tick-by-tick realized correlations 126
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns 125
HAR Modeling for Realized Volatility Forecasting 120
Follow the money: The monetary roots of bubbles and crashes 118
The continuous-time limit of score-driven volatility models 113
The Volatility of Realized Volatility 108
Discrete sine transform for multi-scale realized volatility measures 107
Threshold bipower variation and the impact of jumps on volatility forecasting 105
Risk Allocation: The Double Face of Financial Derivatives 104
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 104
Intraday LeBaron effects 103
null 91
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics 86
A DCC-type approach for realized covariance modeling with score-driven dynamics 83
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns 68
null 59
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 37
Totale 4.415
Categoria #
all - tutte 13.989
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 13.989


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2023/2024319 24 35 39 16 64 85 7 3 5 12 3 26
2024/20251.027 3 38 7 30 107 106 254 37 55 153 95 142
2025/2026930 32 85 71 32 128 82 147 20 107 103 74 49
Totale 4.415