Fulvio Corsi and Cited - Free people check

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A Simple Approximate Long-Memory Model of Realized ...

statmath.wu.ac.at

by F Corsi · · Cited by — Fulvio Corsi. University of Lugano and Swiss Finance Institute abstract. The paper proposes an additive cascade model of volatility components. › FinEtricsQF › References

A tale of two sentiment scales: Disentangling short-run and ...

ui.adsabs.harvard.edu

by D Vassallo · · Cited by 2 — We benefited from discussion with Giuseppe Buccheri, Fulvio Corsi, Luca Trapin, as well as with conference participants to the Quantitative Finance Workshop ... › abs › abstract

Directed Acyclic Graph based Information Shares for Price ...

siecon3-607788.c.cdn77.org

by SM Zema · · Cited by 1 — I am grateful to Alessio Moneta, Giacomo Bormetti, Fulvio Corsi, and Mattia Guerini for their precious comments. › files › abstract

HARK the SHARK: Realized Volatility Modeling with ...

academic.oup.com

by G Buccheri · · Cited by 34 — Giuseppe Buccheri, Fulvio Corsi, HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies, Journal of Financial ... › jfec › article-abstract

When Micro Prudence Increases Macro Risk - jstor

www.jstor.org

by F Corsi · · Cited by 73 — Fulvio Corsi. Dipartimento di Scienze Economiche, Universitй Ca' Foscari, Venice, Italy and City University of London, United Kingdom, . › stable

All web results to the name "Fulvio Corsi"

A Simple Approximate Long-Memory Model of ebsco

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by F CORSI · · Cited by — Fulvio Corsi. University of Lugano and Swiss Finance Institute abstract. The paper proposes an additive cascade model of volatility components. › login

Intraday LeBaron effects - Abstract - Europe PMC

europepmc.org

by S Bianco · · Cited by 21 — Fulvio Corsi. Dipartimento di Economia Politica, Università di Siena, Piazza San Francesco 7, Siena, Italy. › article › pmc › pmc

Realizing smiles: Options pricing with realized volatility

research.monash.edu

by F Corsi · · Cited by 133 — Fulvio Corsi, Nicola Fusari, Davide La Vecchia. Econometrics & Business Statistics. Research output: Contribution to journal › Article › Research › peer › publications › realizing-s...

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