| A simple approximate long-memory model of realized volatility F Corsi Journal of Financial Econometrics 7 (2), 174-196, 2009 | 3113 | 2009 |
| Threshold bipower variation and the impact of jumps on volatility forecasting F Corsi, D Pirino, R Reno Journal of Econometrics 159 (2), 276-288, 2010 | 681 | 2010 |
| The volatility of realized volatility F Corsi, S Mittnik, C Pigorsch, U Pigorsch Econometric Reviews 27 (1-3), 46-78, 2008 | 526 | 2008 |
| Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling F Corsi, R Renò Journal of Business & Economic Statistics 30 (3), 368-380, 2012 | 462* | 2012 |
| Consistent high‐precision volatility from high‐frequency data F Corsi, G Zumbach, UA Muller, MM Dacorogna Economic Notes 30 (2), 183-204, 2001 | 209 | 2001 |
| Realizing smiles: Options pricing with realized volatility F Corsi, N Fusari, D La Vecchia Journal of Financial Economics 107 (2), 284-304, 2013 | 172 | 2013 |
| HAR modeling for realized volatility forecasting F Corsi, F Audrino, R Renó John Wiley & Sons, Inc, 2012 | 119 | 2012 |
| Measuring the propagation of financial distress with Granger-causality tail risk networks F Corsi, F Lillo, D Pirino, L Trapin Journal of Financial Stability 38, 18-36, 2018 | 102 | 2018 |
| Modelling systemic price cojumps with Hawkes factor models G Bormetti, LM Calcagnile, M Treccani, F Corsi, S Marmi, F Lillo Quantitative Finance 15 (7), 1137-1156, 2015 | 95 | 2015 |
| Discrete sine transform for multi-scale realized volatility measures G Curci, F Corsi Quantitative Finance 12 (2), 263-279, 2012 | 82* | 2012 |
| When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification F Corsi, S Marmi, F Lillo Operations Research 64 (5), 1073-1088, 2016 | 73 | 2016 |
| Missing in asynchronicity: a Kalman‐em approach for multivariate realized covariance estimation F Corsi, S Peluso, F Audrino Journal of Applied Econometrics 30 (3), 377-397, 2015 | 71 | 2015 |
| Smile from the past: A general option pricing framework with multiple volatility and leverage components AA Majewski, G Bormetti, F Corsi Journal of Econometrics 187 (2), 521-531, 2015 | 68 | 2015 |
| HARK the SHARK: Realized volatility modeling with measurement errors and nonlinear dependencies G Buccheri, F Corsi Journal of Financial Econometrics 19 (4), 614-649, 2021 | 62 | 2021 |
| Modeling tick-by-tick realized correlations F Audrino, F Corsi Computational Statistics & Data Analysis 54 (11), 2372-2382, 2010 | 54 | 2010 |
| Realized correlation tick-by-tick F Corsi, F Audrino University of St. Gallen, Department of Economics, Discussion Paper, 2007 | 54 | 2007 |
| Follow the money: The monetary roots of bubbles and crashes F Corsi, D Sornette International Review of Financial Analysis 32, 47-59, 2014 | 52 | 2014 |
| Efficient estimation of volatility using high frequency data GO Zumbach, F Corsi, A Trapletti Available at SSRN 306002, 2002 | 49 | 2002 |
| A score-driven conditional correlation model for noisy and asynchronous data: An application to high-frequency covariance dynamics G Buccheri, G Bormetti, F Corsi, F Lillo Journal of Business & Economic Statistics 39 (4), 920-936, 2021 | 43 | 2021 |
| A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns S Peluso, F Corsi, A Mira Journal of Financial Econometrics 13 (3), 665-697, 2014 | 34 | 2014 |
