معرفی
Fulvio Corsi is a Full Professor of Econometrics at the Department of Economics and Management, University of Pisa. He holds a PhD in Finance (2005) from the University of Lugano and earlier degrees from the University of Pisa and Venice International University. His research focuses on financial econometrics, volatility modeling, and systemic risk analysis.
Education:
- Ph.D. in Finance (Hons), University of Lugano, 2005
- MSc in Economics and Finance (Hons), Venice International University, 1999
- Diploma in Economics and Business (Hons), University of Pisa, 1998
Research Interests:
- Volatility dynamics modeling (HAR-RV model)
- High-frequency financial data analysis
- Financial bubbles and systemic risk
- Score-driven models for time-varying parameters
- Covariance and correlation measurement
- Derivative pricing and risk management
His work has been recognized with the 2010 Engle Prize for the influential HAR-RV model. Recent research emphasizes structural VAR identification, nonlinear dynamics, and macroeconomic nowcasting applications. Over 20 years of academic contributions include 40+ peer-reviewed articles in top journals like Journal of Financial Economics and Journal of Econometrics.
