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Items where Author is "Corsi, Fulvio"

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Number of items: 2.

Article

Buccheri, Giuseppe, Corsi, Fulvio, Flandoli, Franco and Livieri, Giulia (2021) The continuous-time limit of score-driven volatility models. Journal of Econometrics, 221 (2). pp. 655-675. ISSN 0304-4076

Monograph

Corsi, Fulvio, Hosni, Hykel and Marmi, Stefano (2013) Risk allocation: the double face of financial derivatives. . London School of Economics and Political Science.

This list was generated on Sat Jul 27 01:32:04 2024 BST.

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