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~person:"Corsi, Fulvio"
~subject:"High-frequency"
~subject:"Statistische Verteilung"
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High-frequency
Statistische Verteilung
Volatility
27
Volatilität
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Stochastischer Prozess
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Corsi, Fulvio
Bollerslev, Tim
13
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12
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10
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9
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9
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Journal of econometrics
1
Journal of financial economics
1
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ECONIS (ZBW)
3
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The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
2
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
Saved in:
3
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
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