Fulvio Corsi - Publications, H-index & Citations

Fulvio Corsi

University of Pisa

26H指数

103论文数

5.8K被引数

收录论文 9

发表时间

SVAR identification with nowcasted macroeconomic data 利用现在预测的宏观经济数据进行SVAR识别

JOURNAL OF ECONOMIC DYNAMICS & CONTROL

IF2.3

2025-09-01

PREAI

Corsi, Fulvio; Longo, Luigi; Cordoni, Francesco

The continuous-time limit of score-driven volatility models

JOURNAL OF ECONOMETRICS

IF4

2021-04-01

OAAI

Buccheri, Giuseppe; Corsi, Fulvio; Flandoli, Franco; Livieri, Giulia

A DCC-type approach for realized covariance modeling with score-driven dynamics

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2021-04-01

OAAI

Vassallo, Danilo; Buccheri, Giuseppe; Corsi, Fulvio

Measuring the propagation of financial distress with Granger-causality tail risk networks

JOURNAL OF FINANCIAL STABILITY

IF4.2

2018-10-01

OAAI

Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide; Trapin, Luca

Smile from the past: A general option pricing framework with multiple volatility and leverage components

JOURNAL OF ECONOMETRICS

IF4

2015-08-01

OAAI

Majewski, Adam A.; Bormetti, Giacomo; Corsi, Fulvio

Follow the money: The monetary roots of bubbles and crashes

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2014-03-01

PREAI

Corsi, Fulvio; Sornette, Didier

Realizing smiles: Options pricing with realized volatility

JOURNAL OF FINANCIAL ECONOMICS

IF12

2013-02-01

OAAI

Corsi, Fulvio; Fusari, Nicola; La Vecchia, Davide

Threshold bipower variation and the impact of jumps on volatility forecasting

JOURNAL OF ECONOMETRICS

IF4

2010-12-01

402

OAAI

Corsi, Fulvio; Pirino, Davide; Reno, Roberto

Intraday LeBaron effects 日内LeBaron效应

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

IF9.1

2009-07-14

OAAI

Bianco, Simone; Corsi, Fulvio; Reno, Roberto

研究方向