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The extraction of natural resources: The role of thermodynamic efficiency
Roma, Antonio; Pirino, Davide - In: Ecological economics : the transdisciplinary journal of … 68 (2009) 10, pp. 2594-2606
Persistent link: https://www.econbiz.de/10008270199
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Consistent High-precision Volatility from High-frequency Data
Corsi, Fulvio; Zumbach, Gilles; Müller, Ulrich A.; … - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10006038518
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The Volatility of Realized Volatility
Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; … - In: Econometric reviews 27 (2008) 1-3, pp. 46-78
Persistent link: https://www.econbiz.de/10007993920
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Realizing smiles: Options pricing with realized 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/10010071652
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Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling
Corsi, Fulvio; Ren, Roberto - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 368-381
Persistent link: https://www.econbiz.de/10009995979