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F. Corsi

10 papers hereh-index 214.9k citations62 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author7
  • last author3

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.ST4
  • econ.EM2
  • stat.ME2
  • q-fin.PR1
  • q-fin.TR1
same name
  • F. Corsi — 1 paper, h 18

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedA Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics

3 citations · 8 across the 8 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.ST2013★ 2 cited

Modelling systemic price cojumps with Hawkes factor models

Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani +3

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian St…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.