Professore Ordinario – Dipartimento di Economia e Management | Tel.: 050 2216336 – Email: fulvio.corsi@unipi.it<\/p>\n","protected":false},"template":"","meta":{"unipi-persone-chiave":"126164","unipi-persone-nome":"Fulvio","unipi-persone-cognome":"Corsi","unipi-persone-email":"fulvio.corsi@unipi.it","unipi-persone-cv":"Academic position: Full Professor of Econometrics (ECON-05\/A) at the Department of Economics and Management, University of Pisa.
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\r\nFields of research: Financial Economics, Financial Econometrics, and Empirical Finance: volatility, jumps, and correlation measures with high frequency data, (pseudo) long memory models induced by heterogeneous agents, multivariate models of realized volatility, derivative pricing, models for financial bubbles and systemic risk, time varying parameters with score-driven models, structural VAR identification.
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\r\nShort Bio
\r\nDr Fulvio Corsi, currently hold a position as Full Professor at University of Pisa. After joining the Olsen and Associates Company, who pioneered the study of high-frequency data in finance, he earned his PhD in finance at University of Lugano under the supervision of Prof. Barone-Adesi and Prof. Tim Bollerslev. He is expert in modelling and forecasting volatility dynamics: he devised the HAR-RV model (winning the Engle Prize 2010 for best paper published in 2007, 2008 and 2009 volumes of Journal of Financial Econometrics) which is nowadays a standard benchmark in analyzing financial volatility dynamics. He also contributed in the field of volatility measuring in the presence of microstructure noise, jump detection, correlation measuring and modelling, derivative pricing, nonlinear dynamic modelling of asset price bubble and crashes, time varying parameters with score-driven models and structural VAR identification. He published on international journals as Journal of Financial Economics, Journal of Econometrics, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Financial Econometrics, Operations Research, PNAS.
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\r\nPast employment
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\r\nAssociate Professor, University of Pisa (IT), 2018 \u2013 2024
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\r\nReader, City University of London 2013 \u2013 2021
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\r\nAssociate Professor, Ca\u2019 Foscari University of Venice (IT), 2015 \u2013 2017
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\r\nAssistant Professor, Ca\u2019 Foscari University of Venice (IT),2013 \u2013 2014
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\r\nPostdoctoral Research Fellow, Scuola Normale Superiore di Pisa, Pisa (IT), 2012 \u2013 2013
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\r\nPostdoctoral Research Fellow, University of St. Gallen and Swiss Finance Institute, St. Gallen (CH), 2009 \u2013 2011
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\r\nPostdoctoral Research Fellow, University of Siena, Siena (IT), 2007 \u2013 2009
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\r\nPostdoctoral Research Fellow, University of Lugano, Lugano (CH), 2005 \u2013 2007
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\r\nVisiting Scholar, Duke University, NC (USA), 2003 \u2013 2004
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\r\nEducation
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\r\nPh.D. in Finance (Hons), University of Lugano, Lugano (CH), 2005
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\r\nMSc in Economics and Finance (Hons), Venice International University, Venice (IT), 1999
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\r\nDiploma in Economics and Business (Hons), University of Pisa, Pisa (IT), 1998","unipi-persone-link-esterno-cv":"https:\/\/people.unipi.it\/fulvio_corsi\/","unipi-persone-modalita-ricevimento":"","unipi-persone-luogo-ricevimento":"Ufficio 322","unipi-persone-ore-ricevimento":"Si prega di contattare il docente per fissare un ricevimento","unipi-persone-telefono":"050 2216336","unipi-persone-sitoweb":"https:\/\/people.unipi.it\/fulvio_corsi\/","unipi-persone-cariche":"","unipi-persone-link-orario-lezioni":"https:\/\/unipi.prod.up.cineca.it\/calendarioPubblico\/matricola=036771","unipi-persone-link-registro-lezioni":"https:\/\/unimap.unipi.it\/registri\/registri.php?ri=036771&tmplt=principale.tpl","unipi-persone-settore-scientifico":"Econometria ECON-05\/A","unipi-persone-ruolo":"Professore Ordinario","unipi-persone-arpi":"https:\/\/arpi.unipi.it\/cris\/rp\/rp63572","unipi-persone-pubblicazioni":"