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person:"Corsi, Fulvio"
subject:"Volatilität"
~subject:"Analysis of variance"
~subject:"Capital income"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Analysis of variance
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Corsi, Fulvio
Kumar, Dilip
16
Maheswaran, S.
16
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Francq, Christian
10
Tsionas, Efthymios G.
10
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9
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8
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8
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8
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8
Zakoïan, Jean-Michel
8
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7
Kim, Donggyu
7
Koopman, Siem Jan
7
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7
McAleer, Michael
7
Shin, Dong-wan
7
Demetrescu, Matei
6
Dufour, Jean-Marie
6
Ghysels, Eric
6
Li, Yong
6
Linton, Oliver
6
Wang, Yazhen
6
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6
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Bodnar, Taras
5
Bollerslev, Tim
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Boubaker, Heni
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Hadri, Kaddour
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
2
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
3
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
4
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
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