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Journal of econometrics
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
166
University of St. Gallen Department of Economics working paper series 2007
45
University of St. Gallen Department of Economics working paper series 2009
34
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
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Smile from the past : a general option pricing framework with multiple volatility and leverage components
Majewski, Adam A.
;
Bormetti, Giacomo
;
Corsi, Fulvio
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 521-531
Persistent link: https://www.econbiz.de/10011499754
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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
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