CINECA IRIS Institutional Research Information System

CORSI, FULVIO
 Distribuzione geografica
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Continente #
NA - Nord America 1.898
EU - Europa 519
AS - Asia 261
SA - Sud America 10
OC - Oceania 2
Continente sconosciuto - Info sul continente non disponibili 1
Totale 2.691
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Nazione #
US - Stati Uniti d'America 1.871
IT - Italia 320
CN - Cina 159
BG - Bulgaria 76
SE - Svezia 66
SG - Singapore 35
VN - Vietnam 33
CA - Canada 27
TR - Turchia 20
FR - Francia 18
HK - Hong Kong 9
CO - Colombia 8
DE - Germania 8
GB - Regno Unito 8
RU - Federazione Russa 7
FI - Finlandia 6
NL - Olanda 3
AU - Australia 2
CZ - Repubblica Ceca 2
ID - Indonesia 2
JP - Giappone 2
AR - Argentina 1
CH - Svizzera 1
EC - Ecuador 1
EU - Europa 1
IN - India 1
ME - Montenegro 1
PL - Polonia 1
RO - Romania 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 2.691
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Città #
Fairfield 306
Ashburn 185
Santa Clara 168
Seattle 145
Woodbridge 139
Cambridge 112
Houston 109
Serra 106
Wilmington 98
Sofia 76
Beijing 73
Milan 62
Ann Arbor 56
New York 56
Des Moines 47
Princeton 38
Chandler 34
Boardman 33
Lawrence 33
Medford 32
Ottawa 26
Singapore 22
Istanbul 20
Shanghai 18
Marseille 17
Pisa 17
Washington 15
Nanjing 12
San Diego 10
Dallas 9
Boulder 8
Dong Ket 8
Kunming 7
Rome 7
Shenyang 7
Nanchang 6
Redwood City 6
Florence 5
Genova 5
Scuola 5
Changsha 4
Helsinki 4
Los Angeles 4
Central 3
Chicago 3
Dearborn 3
Frankfurt am Main 3
Fuzhou 3
Hong Kong 3
Lucca 3
Xian 3
Xuzhou 3
Brno 2
Buti 2
Capannori 2
Carrara 2
Castiglion Fibocchi 2
Hefei 2
Jakarta 2
Jiaxing 2
Lappeenranta 2
Liverpool 2
London 2
Norwalk 2
Osaka 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
Hangzhou 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
Ogden 1
Piombino 1
Podgorica 1
Quanzhou 1
Quito 1
Richardson 1
San Marcello Pistoiese 1
Shenzhen 1
Totale 2.240
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Nome #
Modelling systemic price cojumps with Hawkes factor models 122
A Simple Approximate Long-Memory Model of Realized Volatility 105
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 105
Realizing smiles: Options pricing with realized volatility 103
Consistent High-precision Volatility from High-frequency Data 96
Modeling tick-by-tick realized correlations 96
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Covariance Estimation 90
A Stochastic Volatility Model With Realized Measures for Option Pricing 89
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators 89
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 89
Bridge homogeneous volatility estimators 88
Comment on: Price Discovery in High Resolution 88
A stochastic volatility framework with analytical filtering 87
Measuring the propagation of financial distress with Granger-causality tail risk networks 87
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 86
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 86
Smile from the past: A general option pricing framework with multiple volatility and leverage components 85
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model 84
Follow the money: The monetary roots of bubbles and crashes 83
HAR Modeling for Realized Volatility Forecasting 81
When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification 80
Risk Allocation: The Double Face of Financial Derivatives 78
Entropy and Efficiency of the ETF Market 78
Discrete sine transform for multi-scale realized volatility measures 75
Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects 75
Threshold bipower variation and the impact of jumps on volatility forecasting 74
Intraday LeBaron effects 73
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns 72
The Volatility of Realized Volatility 70
null 59
The continuous-time limit of score-driven volatility models 50
A DCC-type approach for realized covariance modeling with score-driven dynamics 45
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics 42
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns 27
Totale 2.737
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Categoria #
all - tutte 8.942
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 8.942
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020430 0 0 0 0 0 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
2023/2024319 24 35 39 16 64 85 7 3 5 12 3 26
2024/2025279 3 38 7 30 107 94 0 0 0 0 0 0
Totale 2.737