CINECA IRIS Institutional Research Information System

CORSI, FULVIO
 Distribuzione geografica
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Continente #
NA - Nord America 1.907
EU - Europa 566
AS - Asia 511
SA - Sud America 23
OC - Oceania 2
AF - Africa 1
Continente sconosciuto - Info sul continente non disponibili 1
Totale 3.011
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Nazione #
US - Stati Uniti d'America 1.878
CN - Cina 383
IT - Italia 338
BG - Bulgaria 76
SE - Svezia 66
SG - Singapore 59
VN - Vietnam 33
CA - Canada 29
RU - Federazione Russa 24
TR - Turchia 20
FR - Francia 18
BR - Brasile 13
DE - Germania 12
FI - Finlandia 12
HK - Hong Kong 9
CO - Colombia 8
GB - Regno Unito 8
NL - Olanda 4
AU - Australia 2
CZ - Repubblica Ceca 2
ID - Indonesia 2
JP - Giappone 2
AR - Argentina 1
BA - Bosnia-Erzegovina 1
CH - Svizzera 1
EC - Ecuador 1
EU - Europa 1
IN - India 1
IQ - Iraq 1
KZ - Kazakistan 1
ME - Montenegro 1
PL - Polonia 1
RO - Romania 1
SK - Slovacchia (Repubblica Slovacca) 1
TN - Tunisia 1
Totale 3.011
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Città #
Fairfield 306
Shanghai 237
Ashburn 185
Santa Clara 168
Seattle 145
Woodbridge 139
Cambridge 112
Houston 109
Serra 106
Wilmington 98
Sofia 76
Beijing 74
Milan 62
Ann Arbor 56
New York 56
Des Moines 47
Princeton 38
Chandler 34
Boardman 33
Lawrence 33
Medford 32
Ottawa 26
Singapore 24
Istanbul 20
Pisa 18
Marseille 17
Lucca 16
Washington 15
Nanjing 12
Helsinki 10
Rome 10
San Diego 10
Dallas 9
Boulder 8
Dong Ket 8
Kunming 7
Shenyang 7
Nanchang 6
Redwood City 6
Florence 5
Frankfurt am Main 5
Genova 5
Scuola 5
Changsha 4
Los Angeles 4
Central 3
Chicago 3
Dearborn 3
Fuzhou 3
Hong Kong 3
Toronto 3
Xian 3
Xuzhou 3
Brno 2
Buti 2
Capannori 2
Carrara 2
Castiglion Fibocchi 2
Falkenstein 2
Hefei 2
Jakarta 2
Jiaxing 2
Lappeenranta 2
Liverpool 2
London 2
Norwalk 2
Osaka 2
Verona 2
Vignola 2
Aktau 1
Alecrim 1
Altendorf 1
Altopascio 1
Amsterdam 1
Bottrop 1
Bratislava 1
Buenos Aires 1
Buscate 1
Camaçari 1
Capannoli 1
Caserta 1
Chongqing 1
Curitiba 1
Duhok 1
Edinburgh 1
Figtree 1
Fortaleza 1
Fucecchio 1
Hangzhou 1
Hayes 1
Hebei 1
Itapeva 1
Jinan 1
Kiel 1
La Spezia 1
Marlia 1
Medellín 1
Monza 1
New Delhi 1
Ningbo 1
Totale 2.490
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Nome #
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 267
Modelling systemic price cojumps with Hawkes factor models 126
Realizing smiles: Options pricing with realized volatility 110
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 110
A Simple Approximate Long-Memory Model of Realized Volatility 109
Consistent High-precision Volatility from High-frequency Data 100
Modeling tick-by-tick realized correlations 99
Comment on: Price Discovery in High Resolution 99
A Stochastic Volatility Model With Realized Measures for Option Pricing 98
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation 95
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model 95
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators 92
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 91
Bridge homogeneous volatility estimators 91
Measuring the propagation of financial distress with Granger-causality tail risk networks 91
null 91
A stochastic volatility framework with analytical filtering 90
Entropy and Efficiency of the ETF Market 90
Smile from the past: A general option pricing framework with multiple volatility and leverage components 89
HAR Modeling for Realized Volatility Forecasting 89
Follow the money: The monetary roots of bubbles and crashes 88
When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification 84
Risk Allocation: The Double Face of Financial Derivatives 80
Discrete sine transform for multi-scale realized volatility measures 80
Threshold bipower variation and the impact of jumps on volatility forecasting 79
Intraday LeBaron effects 77
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 77
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns 77
The Volatility of Realized Volatility 74
The continuous-time limit of score-driven volatility models 60
null 59
A DCC-type approach for realized covariance modeling with score-driven dynamics 50
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics 47
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns 29
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 2
Totale 3.085
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Categoria #
all - tutte 9.865
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 9.865
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020205 0 0 0 0 0 0 0 0 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
2023/2024319 24 35 39 16 64 85 7 3 5 12 3 26
2024/2025627 3 38 7 30 107 106 254 37 45 0 0 0
Totale 3.085