{"id":8,"date":"2015-04-08T11:14:00","date_gmt":"2015-04-08T09:14:00","guid":{"rendered":"http:\/\/people.unipi.it\/cloner\/?page_id=8"},"modified":"2025-09-16T12:53:09","modified_gmt":"2025-09-16T10:53:09","slug":"pubblicazioni","status":"publish","type":"page","link":"https:\/\/people.unipi.it\/fulvio_corsi\/pubblicazioni\/","title":{"rendered":"Pubblications"},"content":{"rendered":"\n<p><\/p>\n\n\n<ul>\n<li>Fulvio Corsi, Luigi Longo, Francesco Cordoni (2025) <em>SVAR Identification with Nowcasted Macroeconomic Data<a href=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4140697\" data-type=\"URL\" data-id=\"https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4140697\">,<\/a><\/em>\u00a0<strong>Journal of Economic Dynamics and Control, <\/strong><span class=\"anchor-text-container\"><span class=\"anchor-text\">Volume 179<\/span><\/span><strong>,\u00a0<\/strong>October 2025<\/li>\n<\/ul>\n<p style=\"padding-left: 40px\">\u00a0<a href=\"https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S0165188925001423?dgcid=author\">Link DOI<\/a>\u00a0 \u00a0<a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2023\/07\/slide_paper.pdf\">Slides<\/a> <span style=\"color: initial\">\u00a0 <\/span><a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2023\/07\/HF_SVAR_poster.pdf\">Poster<\/a><\/p>\n<ul>\n<li>Giuseppe Buccheri, Fulvio Corsi, Franco Flandoli, Giulia Livieri (2021) <em style=\"font-size: inherit\"><span class=\"title-text\">The continuous-time limit of score-driven volatility models<\/span><\/em><em>,\u00a0 <\/em><strong>Journal of Econometrics,\u00a0<\/strong> <span class=\"anchor-text\">Volume <\/span><span class=\"anchor-text\">221<\/span><span class=\"anchor-text\">, Issue 2<\/span>,\u00a0April 2021, Pages 655-675<br \/><a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0304407620302669\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Danilo Vassallo, Giuseppe Buccheri, Fulvio Corsi, (2021) <em>A DCC-type approach for realized covariance modeling with score-driven dynamics<\/em><em>,\u00a0 <\/em><strong>International <\/strong><strong>Journal of Forecasting, <\/strong><span class=\"anchor-text\">Volume 37, Issue 2<\/span><strong>,\u00a0<\/strong>April\u2013June 2021, Pages 569-586<br \/><a href=\"http:\/\/sciencedirect.com\/science\/article\/pii\/S0169207020301102\">Link DOI<\/a>\u00a0 \u00a0 \u00a0<a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2019\/12\/slides_Cambridge.pdf\">Slides<\/a><\/li>\n<\/ul>\n<ul>\n<li>Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, Fabrizio Lillo (2021)<em> A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics,\u00a0 <\/em><strong>Journal of Business &amp; Economics Statistics,\u00a0<\/strong> Volume 39, 2021 &#8211; Issue 4, Pages 920-936<br \/><a href=\"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/07350015.2020.1739530\">Link DOI<\/a>\u00a0 \u00a0\u00a0 <a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2018\/08\/slides_ScoreDrivenCondCorrModel.pdf\">Slides<\/a><\/li>\n<\/ul>\n<ul>\n<li>Giuseppe Buccheri, Fulvio Corsi, Stefano Peluso (2021)<em> High-Frequency Lead-Lag Effects and Cross-Asset Linkages: a Multi-Asset Lagged Adjustment Model, <\/em><strong>Journal of Business &amp; Economic Statistics<\/strong><strong>, <\/strong>Volume 39, 2021 &#8211;\u00a0Issue 3, Pages 605-621<br \/><a href=\"https:\/\/amstat.tandfonline.com\/doi\/full\/10.1080\/07350015.2019.1697699#.Xeo_IOj0mUk\">Link DOI<\/a>\u00a0 \u00a0 <a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2019\/12\/Presentation_Sofie_June17.pdf\">Slides<\/a><\/li>\n<\/ul>\n<ul>\n<li>Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, Fabrizio Lillo (2021) <em>Comment on: Price Discovery in High Resolution,\u00a0<\/em><strong>Journal of Financial Econometrics, <\/strong>Volume 19, Issue 3, Summer 2021, Pages 439\u2013451<br \/><a href=\"https:\/\/academic.oup.com\/jfec\/advance-article-abstract\/doi\/10.1093\/jjfinec\/nbz008\/5382103\">Link DOI<\/a>\u00a0 \u00a0 <a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2019\/12\/Corsi_Discussion_Sofie_2018.pdf\">Slides<\/a><\/li>\n<\/ul>\n<ul>\n<li>Giuseppe Buccheri, Fulvio Corsi (2021)<em> Hark the Shark: Realized Volatility Modelling with Measurement Errors and Nonlinear Dependencies, <\/em><strong>Journal of Financial Econometrics, <\/strong>Volume 19, Issue 4, Fall 2021, Pages 614\u2013649<br \/><a href=\"https:\/\/doi.org\/10.1093\/jjfinec\/nbz025\">Link DOI\u00a0<\/a> \u00a0\u00a0 <a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2018\/08\/FulvioCorsi_SoFiE_Lugano_14June2018.pdf\">Slides<\/a><\/li>\n<\/ul>\n<ul>\n<li><span class=\"contribDegrees \">Giacomo Bormetti,\u00a0<\/span><span class=\"contribDegrees \">Roberto Casarin,\u00a0<\/span><span class=\"contribDegrees \">Fulvio Corsi,\u00a0<\/span><span class=\"contribDegrees \">Giulia Livieri<\/span> (2020) <em><em>A Stochastic Volatility Model With Realized Measures for Option Pricing,\u00a0<\/em><\/em><strong>Journal of Business &amp; Economics Statistics, <\/strong> Volume 38, 2020 &#8211; Issue 4, Pages 856-871<br \/><a href=\"https:\/\/doi.org\/10.1080\/07350015.2019.1604371\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Dario Alitab; Giacomo Bormetti; Fulvio Corsi; Adam Majewski\u00a0 (2020) <em>A Jump and Smile Ride: Continuous and Jump Variance Risk Premia in Option Pricing, <\/em><strong>Journal of Financial Econometrics<\/strong>, Volume 18, Issue 1, Winter 2020, Pages 121\u2013157<br \/><a href=\"https:\/\/doi.org\/10.1093\/jjfinec\/nbz001\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Lucio\u00a0Maria\u00a0Calcagnile;\u00a0<span class=\"authors__name\">Fulvio\u00a0Corsi;\u00a0<\/span><span class=\"authors__name\"><span class=\"authors__name\">Stefano Marmi (2020) <em>Entropy and Efficiency of the ETF Market<\/em>,\u00a0 <strong>Computational Economics, <\/strong>Volume 55, P<span class=\"u-visually-hidden\">ages <\/span>143\u2013184<br \/><a href=\"https:\/\/doi.org\/10.1007\/s10614-019-09885-z\">Link DOI<\/a><\/span><\/span><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi; Fabrizio Lillo; Davide Pirino; Luca Trapin (2018)\u00a0<em>Measuring the propagation of financial distress with Granger-causality tail risk networks\u201d, <\/em><strong>Journal of Financial Stability <\/strong>Volume 38, Pages 18-36.<br \/><a href=\"https:\/\/doi.org\/10.1016\/j.jfs.2018.06.003\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio (2016)\u00a0<em>When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification\u00a0<\/em>in <strong>Operations Research,<\/strong> Volume 64(5), pages 1073\u20131088 (ISSN 0030-364X)<br \/><a href=\"http:\/\/dx.medra.org\/10.1287\/opre.2015.1464\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Majewski, Adam A; Bormetti, Giacomo; Corsi, Fulvio (2015)\u00a0<em>Smile from the past: A general option pricing framework with multiple volatility and leverage components\u00a0<\/em>in <strong>Journal of Econometrics<\/strong>, vol. 187, pp. 521-531 (ISSN 0304-4076)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1016\/j.jeconom.2015.02.036\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>S. Peluso;F. Corsi;A. Mira (2014)\u00a0<em>A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns\u00a0<\/em>in <b>Journal of Financial\u00a0Econometrics<\/b>, Volume 13 (3), pages 665-697 (ISSN 1479-8409)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1093\/jjfinec\/nbu017\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>A. Saichev;D. Sornette;V. Filimonov;F. Corsi\u00a0(2014)\u00a0<em>Bridge homogeneous volatility estimators\u00a0<\/em>in <strong>Quantitative Finance<\/strong>, vol. 14, pp. 87-99 (ISSN 1469-7688)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1080\/14697688.2013.819985\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi;Didier Sornette\u00a0(2014)\u00a0<em>Follow the money: The monetary roots of bubbles and crashes\u00a0<\/em>in <strong>International review of Financial Analysis<\/strong>, vol. 32, pp. 47-59 (ISSN 1057-5219)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1016\/j.irfa.2014.01.007\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi; Stefano Peluso; Francesco Audrino (2014)\u00a0<em>Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation<\/em><em>\u00a0<\/em>in <strong>Journal of Applied Econometrics<\/strong>, Volume 30 (3), pages 377-397 (ISSN 0883-7252)<br \/><a href=\"http:\/\/dx.medra.org\/10.1002\/jae.2378\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Francesco Audrino; Fulvio Corsi; Kameliya Filipova\u00a0(2013)\u00a0<em>Bond Risk Premia Forecasting: A Simple Approach for Extracting Macroeconomic Information from a Panel of Indicators\u00a0<\/em>in <strong>Econometric Reviews<\/strong>, Volume 35(2), pages 232-256 (ISSN 0747-4938)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1080\/07474938.2013.833809\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Giuseppe Curci; Fulvio Corsi\u00a0(2012)\u00a0<em>Discrete sine transform for multi-scale realized volatility measures\u00a0<\/em>in <strong>Quantitative Finance<\/strong>, vol. 12, pp. 263-279 (ISSN 1469-7688)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1080\/14697688.2010.490561\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi; Roberto Ren\u00f2\u00a0(2012)\u00a0<em>Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling\u00a0<\/em>in <strong>Journal of Business and Economic Statistics<\/strong>, vol. 30, pp. 368-380 (ISSN 0735-0015)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1080\/07350015.2012.663261\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi; Francesco Audrino\u00a0(2012)\u00a0<em>Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects\u00a0<\/em>in <b>Journal of Financial\u00a0Econometrics<\/b>, vol. 10, pp. 591-616 (ISSN 1479-8409)<br \/><a href=\"http:\/\/dx.medra.org\/10.1093\/jjfinec\/nbs007\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi;Nicola Fusari;Davide La Vecchia\u00a0(2012)\u00a0<em>Realizing smiles: Options pricing with realized volatility\u00a0<\/em>in <b>Journal of Financial\u00a0Economics<\/b>, vol. 107, pp. 284-304 (ISSN 0304-405X)<br \/><a href=\"http:\/\/dx.medra.org\/10.1016\/j.jfineco.2012.08.015\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi;Francesco Audrino;Roberto Ren\u00f2\u00a0(2011)\u00a0<em>HAR Modeling for Realized Volatility Forecasting\u00a0<\/em>, <strong>Handbook of Volatility Models and Their Applications<\/strong>, John Wiley &amp; Sons, Inc., pp. 363-382 (ISBN 9780470872512; 9781118272039)<br \/><a href=\"http:\/\/dx.medra.org\/10.1002\/9781118272039.ch15\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Francesco Audrino;Fulvio Corsi\u00a0(2010)\u00a0<em>Modeling tick-by-tick realized correlations\u00a0<\/em>in <strong>Computational\u00a0 Statistics and Data Analysis<\/strong>, vol. 54, pp. 2372-2382 (ISSN 0167-9473)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1016\/j.csda.2009.09.033\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi;Davide Pirino; Roberto Ren\u00f2\u00a0(2010)\u00a0<em>Threshold bipower variation and the impact of jumps on volatility forecasting\u00a0<\/em>in <strong>Journal of Econometrics,<\/strong> vol. 159, pp. 276-288 (ISSN 0304-4076)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1016\/j.jeconom.2010.07.008\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi\u00a0(2009)\u00a0<em>A Simple Approximate Long-Memory Model of Realized Volatility\u00a0<\/em>in <strong>Journal of Financial Econometrics<\/strong>, vol. 7, pp. 174-196 (ISSN 1479-8409)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1093\/jjfinec\/nbp001\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Simone Bianco;Fulvio Corsi;Roberto Reno\u00a0(2009)\u00a0<em>Intraday LeBaron effects\u00a0<\/em>in <strong>Proceedings of National Academy of Sciences of United States of America<\/strong> (<strong>PNAS<\/strong>), vol. 106, pp. 11439-11443 (ISSN 0027-8424)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1073\/pnas.0901165106\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi; Stefan Mittnik; Christian Pigorsch; Uta Pigorsch\u00a0(2008)\u00a0<em>The Volatility of Realized Volatility\u00a0<\/em>in <strong>Econometric Reviews<\/strong>, vol. 27, pp. 46-78 (ISSN 0747-4938)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1080\/07474930701853616\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li>Fulvio Corsi; Gilles Zumbach; Ulrich A. Muller; Michel M. Dacorogna\u00a0(2001)\u00a0<em>Consistent High-precision Volatility from High-frequency Data\u00a0<\/em>in <strong>Economic Notes<\/strong>, vol. 30, pp. 183-204 (ISSN 0391-5026)\u00a0<i>\u00a0<\/i><br \/><a href=\"http:\/\/dx.medra.org\/10.1111\/j.0391-5026.2001.00053.x\" target=\"_blank\" rel=\"noopener noreferrer\">Link DOI<\/a><\/li>\n<\/ul>\n<ul>\n<li><a href=\"http:\/\/people.unipi.it\/fulvio_corsi\/wp-content\/uploads\/sites\/473\/2018\/08\/FulvioCorsi_Tesi_2005.pdf\">PhD Thesis (2005)<\/a><\/li>\n<\/ul>","protected":false},"excerpt":{"rendered":"<p>Fulvio Corsi, Luigi Longo, Francesco Cordoni (2025) SVAR Identification with Nowcasted Macroeconomic Data,\u00a0Journal of Economic Dynamics and Control, Volume 179,\u00a0October&hellip;<\/p>\n<p><a class=\"btn btn-dark btn-sm unipi-read-more-link\" href=\"https:\/\/people.unipi.it\/fulvio_corsi\/pubblicazioni\/\">Leggi tutto&#8230;<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-8","page","type-page","status-publish","hentry"],"acf":[],"featured_image_src":null,"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.7 - 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