CINECA IRIS Institutional Research Information System

CORSI, FULVIO
 Distribuzione geografica
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Continente #
NA - Nord America 2.164
AS - Asia 898
EU - Europa 647
SA - Sud America 114
AF - Africa 8
OC - Oceania 2
Continente sconosciuto - Info sul continente non disponibili 1
Totale 3.834
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Nazione #
US - Stati Uniti d'America 2.125
CN - Cina 424
IT - Italia 352
SG - Singapore 241
HK - Hong Kong 131
BR - Brasile 94
BG - Bulgaria 76
SE - Svezia 67
VN - Vietnam 50
NL - Olanda 39
CA - Canada 33
RU - Federazione Russa 25
FI - Finlandia 23
TR - Turchia 22
FR - Francia 21
DE - Germania 16
GB - Regno Unito 13
CO - Colombia 8
AR - Argentina 6
IN - India 5
EC - Ecuador 4
IQ - Iraq 4
JP - Giappone 4
PL - Polonia 4
BD - Bangladesh 3
ID - Indonesia 3
AU - Australia 2
CZ - Repubblica Ceca 2
JO - Giordania 2
MA - Marocco 2
MX - Messico 2
AE - Emirati Arabi Uniti 1
AT - Austria 1
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BE - Belgio 1
CH - Svizzera 1
DO - Repubblica Dominicana 1
EG - Egitto 1
ES - Italia 1
EU - Europa 1
GT - Guatemala 1
IE - Irlanda 1
KZ - Kazakistan 1
LC - Santa Lucia 1
ME - Montenegro 1
MY - Malesia 1
NG - Nigeria 1
NP - Nepal 1
PK - Pakistan 1
PR - Porto Rico 1
PY - Paraguay 1
RO - Romania 1
SA - Arabia Saudita 1
SD - Sudan 1
SK - Slovacchia (Repubblica Slovacca) 1
TG - Togo 1
TN - Tunisia 1
TW - Taiwan 1
UZ - Uzbekistan 1
VE - Venezuela 1
ZA - Sudafrica 1
Totale 3.834
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Città #
Fairfield 306
Ashburn 271
Shanghai 237
Santa Clara 169
Seattle 146
Singapore 144
Woodbridge 139
Hong Kong 124
Cambridge 112
Houston 110
Serra 106
Wilmington 98
Beijing 94
Sofia 76
Milan 62
New York 59
Ann Arbor 56
Dallas 48
Des Moines 47
Princeton 38
Chandler 34
Boardman 33
Lawrence 33
Medford 32
Ottawa 26
Los Angeles 24
Redondo Beach 23
Istanbul 21
Pisa 18
Helsinki 17
Lucca 17
Marseille 17
Washington 15
Buffalo 12
Nanjing 12
Florence 10
Rome 10
San Diego 10
Chicago 9
Boulder 8
Dong Ket 8
Hanoi 8
Kunming 7
Shenyang 7
Lappeenranta 6
Nanchang 6
Redwood City 6
São Paulo 6
Frankfurt am Main 5
Genova 5
Scuola 5
Viareggio 5
Changsha 4
Curitiba 4
Toronto 4
Warsaw 4
Belo Horizonte 3
Central 3
Council Bluffs 3
Dearborn 3
Fuzhou 3
Ho Chi Minh City 3
Osaka 3
Phoenix 3
Quito 3
Ribeirão Preto 3
Sorocaba 3
Xian 3
Xuzhou 3
Agadir 2
Amman 2
Amsterdam 2
Betim 2
Brasília 2
Brno 2
Brooklyn 2
Buenos Aires 2
Buti 2
Capannori 2
Carrara 2
Castiglion Fibocchi 2
Falkenstein 2
Hefei 2
Jakarta 2
Jiaxing 2
Liverpool 2
London 2
Montreal 2
Mumbai 2
Norwalk 2
Patos de Minas 2
Pesaro 2
San Francisco 2
San Jose 2
Taboão da Serra 2
Verona 2
Vignola 2
Abuja 1
Airdrie 1
Aktau 1
Totale 3.011
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Nome #
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 307
Modelling systemic price cojumps with Hawkes factor models 155
A Simple Approximate Long-Memory Model of Realized Volatility 139
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 139
Comment on: Price Discovery in High Resolution 135
A Stochastic Volatility Model With Realized Measures for Option Pricing 133
Realizing smiles: Options pricing with realized volatility 130
Consistent High-precision Volatility from High-frequency Data 125
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation 125
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model 121
Modeling tick-by-tick realized correlations 120
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 119
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators 119
Smile from the past: A general option pricing framework with multiple volatility and leverage components 116
Bridge homogeneous volatility estimators 116
A stochastic volatility framework with analytical filtering 114
Measuring the propagation of financial distress with Granger-causality tail risk networks 113
Follow the money: The monetary roots of bubbles and crashes 112
Entropy and Efficiency of the ETF Market 112
HAR Modeling for Realized Volatility Forecasting 111
When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification 108
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns 101
Intraday LeBaron effects 98
Threshold bipower variation and the impact of jumps on volatility forecasting 98
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 98
Risk Allocation: The Double Face of Financial Derivatives 97
Discrete sine transform for multi-scale realized volatility measures 97
The Volatility of Realized Volatility 95
null 91
The continuous-time limit of score-driven volatility models 91
A DCC-type approach for realized covariance modeling with score-driven dynamics 70
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics 69
null 59
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns 56
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 23
Totale 3.912
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Categoria #
all - tutte 12.469
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 12.469
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021203 0 0 0 0 0 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
2023/2024319 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
2025/2026427 32 85 71 32 128 79 0 0 0 0 0 0
Totale 3.912