Access Statistics for Francesco Violante

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-Structural Investigation of VIX Risk Neutral Density 0 0 0 12 0 0 19 134
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 0 0 10 38
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 20 0 0 10 61
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 0 1 12 46
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 8 163
Dynamic conditional correlation models for realized covariance matrices 0 1 6 135 1 3 25 399
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 2 3 9 54
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 24 1 1 10 41
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 2 12 108
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 1 148 0 2 21 553
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 194 1 1 15 715
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 1 1 12 283
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 2 2 9 105
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 2 2 7 146
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 1 2 11 128
Understanding volatility dynamics in the EU-ETS market 0 0 0 43 2 2 12 180
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 0 0 8 12
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 0 107 0 0 5 237
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 1 1 9 243
Volatility forecasts evaluation and comparison 0 0 0 8 0 0 7 53
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 7 23
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 0 11 45
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 5 9
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 0 8 12
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 0 2 14 116
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 1 16 33
Total Working Papers 0 1 8 1,258 15 26 292 3,937

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A non-structural investigation of VIX risk neutral density 0 0 0 23 0 0 13 132
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 1 4 20 93
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis 0 0 1 1 1 2 9 15
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 1 4 18 395
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 2 4 43 315
Pricing individual stock options using both stock and market index information 0 1 2 17 0 1 12 119
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 0 3 11 94
Understanding volatility dynamics in the EU-ETS market 0 1 1 35 0 2 15 191
Variance swap payoffs, risk premia and extreme market conditions 0 0 1 5 0 0 17 44
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 0 8 31
Total Journal Articles 0 2 5 212 5 20 166 1,429

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Statistics updated 2026-09-10