CORSI, FULVIO Statistiche

CORSI, FULVIO  

DIPARTIMENTO DI ECONOMIA E MANAGEMENT  

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Risultati 1 - 20 di 33 (tempo di esecuzione: 0.024 secondi).
Titolo Data di pubblicazione Autore(i) File
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns 1-gen-2015 Peluso, Stefano; Corsi, Fulvio; Mira, Antonietta
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns 1-gen-2014 Corsi, Fulvio
A DCC-type approach for realized covariance modeling with score-driven dynamics 1-gen-2021 Vassallo, D.; Buccheri, G.; Corsi, F.
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 1-gen-2020 Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; Majewski, Adam A
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics 1-gen-2020 Buccheri, G.; Bormetti, G.; Corsi, F.; Lillo, F.
A Simple Approximate Long-Memory Model of Realized Volatility 1-gen-2008 Corsi, Fulvio
A stochastic volatility framework with analytical filtering 1-gen-2017 Corsi, Fulvio
A Stochastic Volatility Model With Realized Measures for Option Pricing 1-gen-2020 Bormetti, G.; Casarin, R.; Corsi, F.; Livieri, G.
Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators 1-gen-2014 Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya
Bridge homogeneous volatility estimators 1-gen-2014 Corsi, Fulvio
Comment on: Price Discovery in High Resolution 1-gen-2019 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Consistent High-precision Volatility from High-frequency Data 1-gen-2001 Corsi, Fulvio
Discrete sine transform for multi-scale realized volatility measures 1-gen-2012 Corsi, Fulvio
Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling 1-gen-2012 Corsi, Fulvio
Entropy and Efficiency of the ETF Market 1-gen-2020 Calcagnile, L. M.; Corsi, F.; Marmi, S.
Follow the money: The monetary roots of bubbles and crashes 1-gen-2014 Corsi, Fulvio
HAR Modeling for Realized Volatility Forecasting 1-gen-2012 Corsi, Fulvio
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 1-gen-2019 Buccheri, Giuseppe; Corsi, Fulvio
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model 1-gen-2020 Buccheri, Giuseppe; Corsi, Fulvio; Peluso, Stefano
Intraday LeBaron effects 1-gen-2009 Corsi, Fulvio