Artikkelit, joihin on yleisen käytön mandaatti - Fulvio CorsiLisätietoja
Saatavilla jossain: 8
The volatility of realized volatility
F Corsi, S Mittnik, C Pigorsch, U Pigorsch
Econometric Reviews 27 (1-3), 46-78, 2008
Mandaatit: Swiss National Science Foundation, German Research Foundation
Realizing smiles: Options pricing with realized volatility
F Corsi, N Fusari, D La Vecchia
Journal of Financial Economics 107 (2), 284-304, 2013
Mandaatit: Swiss National Science Foundation
Measuring the propagation of financial distress with granger-causality tail risk networks
F Corsi, F Lillo, D Pirino, L Trapin
Journal of Financial Stability 38, 18-36, 2018
Mandaatit: European Commission
When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification
F Corsi, S Marmi, F Lillo
Operations Research 64 (5), 1073-1088, 2016
Mandaatit: Australian Research Council
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
S Peluso, F Corsi, A Mira
Journal of Financial Econometrics 13 (3), 665-697, 2014
Mandaatit: Swiss National Science Foundation
Identification of singular and noisy structural var models: The collapsing-ica approach
F Cordoni, F Corsi
Available at SSRN 3415426, 2019
Mandaatit: Government of Italy
SVAR Identification with High-Frequency Macroeconomic Data
F Corsi, L Longo, F Cordoni
Available at SSRN 4140697, 2022
Mandaatit: Government of Italy
A stochastic volatility framework with analytical filtering
G Bormetti, R Casarin, F Corsi, G Livieri
Proceedings of the Conference of the Italian Statistical Society. Statistics …, 2017
Mandaatit: Government of Italy
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