Fulvio Corsi and Davide - Free people check

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UNIVERSITÀ DEGLI STUDI DI SIENA QUADERNI DEL ...

repec.deps.unisi.it

by F Corsi · Cited by 58 — QUADERNI DEL DIPARTIMENTO. DI ECONOMIA POLITICA. Fulvio Corsi. Davide Pirino. Roberto Renò. Volatility forecasting: the jumps do matter n – Giugno › quaderni

CiteSeerX — Volatility forecasting: The jumps do matter

citeseerx.ist.psu.edu

BibTeX. @TECHREPORT{Corsi08volatilityforecasting:, author = {Fulvio Corsi and Davide Pirino and Roberto Renò and Fulvio Corsi and Davide Pirino},

x workshop on quantitative finance - Department of Mathematics ...

www2.mate.polimi.it

rate derivatives using different yield curves for discounting and forwarding. Marco Bianchetti Fulvio Corsi, Davide Pirino. Roberto Renò.

Volatility forecasting: the jumps do matter - CORE

core.ac.uk

By Fulvio Corsi, Davide Pirino and ... This study reconsiders the role of jumps for volatility forecasting by showing that jumps have positive and mostly significant ...

All web results to the name "Fulvio Corsi"

Publications - Luca Trapin - Google Sites

sites.google.com

Measuring the propagation of financial distress with Granger-causality tail risk networks, with Fulvio Corsi, Fabrizio Lillo and Davide Pirino (2018). › site › lucatrapin › publications

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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Fulvio Corsi and Davide Free People Check