Fulvio Corsi

Finance · 2001–2013

A researcher in the Science corpus: 7 papers; trusts 62 researchers and is trusted by 145 researchers here, as inferred from the citation graph.

Subfields

Whom Fulvio Corsi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Torben G. Andersen
  4. Tim Bollerslev
  5. Yacine Aït-Sahalia
  6. Jun Pan
  7. Eric Ghysels
  8. David S. Bates
  9. P. R. Hansen
  10. Lars Forsberg

Who trusts Fulvio Corsi overall

  1. Tim Bollerslev
  2. Andrew J. Patton
  3. Stavros Degiannakis *
  4. Filip Žikeš
  5. Francesco Audrino
  6. John M. Maheu
  7. Vivek Bhattacharya
  8. Feng Ma
  9. Roberto Renò
  10. Nikolaus Hautsch

Papers from Fulvio Corsi's perspective

Ordered by how strongly the researchers Fulvio Corsi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Generalized autoregressive conditional heteroskedasticity
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Separating Microstructure Noise from Volatility
  5. The distribution of realized stock return volatility
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. A Simple Long Memory Model of Realized Volatility
  8. An empirical investigation of continuous-time equity return models
  9. Power and bipower variation with stochastic volatility and jumps
  10. Post-'87 crash fears in the S&P 500 futures option market

Their papers