Fulvio Corsi

Identifiers

• name variant Fulvio Corsi 0.60 · backfill

Papers (6)

1. A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics q-fin.TR · 2018 · author #3
2. Entropy and efficiency of the ETF market q-fin.ST · 2016 · author #2
3. Smile from the Past: A general option pricing framework with multiple volatility and leverage components q-fin.PR · 2014 · author #3
4. Modelling systemic price cojumps with Hawkes factor models q-fin.ST · 2013 · author #4
5. Homogeneous Volatility Bridge Estimators q-fin.ST · 2009 · author #4
6. Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect q-fin.ST · 2008 · author #2

Mentions

• 1404.3555 #3 · backfill · confidence 0.70 Fulvio Corsi
• 1301.6141 #4 · backfill · confidence 0.70 Fulvio Corsi
• 0912.1617 #4 · backfill · confidence 0.70 Fulvio Corsi
• 0810.4912 #2 · backfill · confidence 0.70 Fulvio Corsi

Frequent Coauthors

• Giacomo Bormetti 3 shared papers
• Fabrizio Lillo 2 shared papers
• Lucio Maria Calcagnile 2 shared papers
• Stefano Marmi 2 shared papers
• Adam Aleksander Majewski 1 shared papers
• Alexander Saichev 1 shared papers
• Didier Sornette 1 shared papers
• Giuseppe Buccheri 1 shared papers
• Michele Treccani 1 shared papers
• Roberto Reno' 1 shared papers
• Simone Bianco 1 shared papers
• Vladimir Filimonov 1 shared papers