Browsing All of EconStor by Author Corsi, Fulvio
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2005 | The volatility of realized volatility | Corsi, Fulvio; Kretschmer, Uta; Mittnik, Stefan; Pigorsch, Christian |
2010 | Threshold bipower variation and the impact of jumps on volatility forecasting | Corsi, Fulvio; Pirino, Davide; Reno, Roberto |
2024 | Generalized optimization algorithms for complex models | Martinoli, Mario; Seri, Raffaello; Corsi, Fulvio |