Fulvio Corsi and Finance - Free people check

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Fulvio Corsi | Quantitative Finance Research Group - SNS

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This entry was posted in Preprints on February 27, by Fulvio Corsi. F. Corsi, S. Marmi, F. Lillo, When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification, Operations Research 64 (5),

Discrete Time Series, Processes, and Applications in Finance

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... Giuseppe Ballochi, Fulvio Corsi, Michel Dacorogna, Hoss Haukson, Richard Olsen, Ulrich Müller, Olivier Pictet, Rejeb Sadruddin, and Adrien Trapletti.

An Introduction to High-Frequency Finance

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... Fulvio Corsi; and Paul Lynch. Without them, we would never have been able to explore so many different time series and to accomplish so many studies.

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

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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. › 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

A Simple Long Memory Model of Realized Volatility - GRETA

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A Simple Long Memory Model of Realized Volatility∗. Fulvio Corsi a a Institute of Finance, University of Lugano, Switzerland. First Version: November

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

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

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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

Previous Finance Seminars - Page 11 of 19

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Finance Seminar Series: Fulvio Corsi, University of Venice and City University of London · Previous · 1 ·… · 10 · 11 · 12 ·… · › ... › Previous Finance Seminars

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www.systemic-risk-hub.org

Fulvio Corsi is a Researcher at the Ca' Foscari University of Venice. He holds a Ph.D. in Finance from the University of Lugano and a M.Sc. in Economics and ...

high frequency - Forecast of volatility - Quantitative Finance Stack...

quant.stackexchange.com

up vote 0 down vote. My favorite model of volatility is the HAR RV model by Fulvio Corsi. Good combination of simplicity and accuracy.

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Fulvio Corsi and Finance Free People Check