Concepedia

Fulvio Corsi

FC

Statistics

Publications

43

Citations

5.6K

H-Index

25

Active since

2001

Affiliations

University of Pisa(Current)

City, University of London

Swiss Finance Institute

Scuola Normale Superiore

Università della Svizzera italiana

Fulvio Corsi is an author at University of Pisa specializing in finance, business, and financial economics.

ORCID

Publications per year

2001–2020

43

Publications

43

A Simple Approximate Long-Memory Model of Realized Volatility

Fulvio Corsi · Journal of Financial Econometrics · 2008 · 2.5K citations

, , +17

Threshold bipower variation and the impact of jumps on volatility forecasting

Fulvio Corsi, Davide Pirino, Roberto Renò · Cineca Institutional Research Information System (Tor Vergata University) · 2010 · 546 citations

, , +14

The Volatility of Realized Volatility

Fulvio Corsi, Stefan Mittnik, Christian Pigorsch et al. · Econometric Reviews · 2008 · 422 citations

, , +16

Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling

Fulvio Corsi, Roberto Renò · Journal of Business and Economic Statistics · 2012 · 337 citations

, , +17

A Simple Long Memory Model of Realized Volatility

Fulvio Corsi · SSRN Electronic Journal · 2004 · 264 citations · Full text

, , +17

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