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Nicola Fusari · Study

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Nicola Fusari

6 works· latest 2019· 3 institutionscluster: provisional

h-index6

i106

Citations864

Works here6

09

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15

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19

Most cited in this library

The risk premia embedded in index options2015 · 285 citations
Parametric Inference and Dynamic State Recovery From Option Panels2015 · 138 citations
Short‐Term Market Risks Implied by Weekly Options2017 · 135 citations
Realizing smiles: Options pricing with realized volatility2012 · 133 citations
Valuing Modularity as a Real Option2009 · 90 citations

Works

6 shown

The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets

Journal of Business and Economic Statistics·2019·3 authors·Open access

83citations

Short‐Term Market Risks Implied by Weekly Options

The Journal of Finance·2017·3 authors·Open access

135citations

The risk premia embedded in index options

Journal of Financial Economics·2015·3 authors·Open access

285citations

Parametric Inference and Dynamic State Recovery From Option Panels

Econometrica·2015·3 authors

138citations

Realizing smiles: Options pricing with realized volatility

Journal of Financial Economics·2012·3 authors

133citations

Valuing Modularity as a Real Option

Management Science·2009·2 authors

90citations