Fulvio Corsi

Fulvio Corsi

Università di Pisa - Pisa / Italy
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 1804289
University of Pisa
person_outline Fulvio Corsi's MOST POPULAR ARTICLES
1-) A simple approximate long-memory model of realized volatilityF CorsiJournal of Financial Econometrics 7 (2), 174-196, 200925252009
2-) Threshold bipower variation and the impact of jumps on volatility forecastingF Corsi, D Pirino, R RenoJournal of Econometrics 159 (2), 276-288, 20106042010
3-) The volatility of realized volatilityF Corsi, S Mittnik, C Pigorsch, U PigorschEconometric Reviews 27 (1-3), 46-78, 20084722008
4-) Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modelingF Corsi, R RenòJournal of Business & Economic Statistics 30 (3), 368-380, 2012470*2012
5-) Consistent high‐precision volatility from high‐frequency dataF Corsi, G Zumbach, UA Muller, MM DacorognaEconomic Notes 30 (2), 183-204, 20012092001