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 3 113
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 19 0 0 1 45
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 0 0 0 25
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 0 0 1 30
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 0 155
Dynamic conditional correlation models for realized covariance matrices 0 0 2 124 0 0 3 363
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 0 0 1 44
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 23 0 0 0 28
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 43 0 0 0 94
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 0 0 1 528
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 192 1 1 6 699
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 1 4 14 264
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 0 0 2 94
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 3 138
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 0 0 1 116
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 0 0 0 4
Understanding volatility dynamics in the EU-ETS market 0 0 0 42 0 0 0 165
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 2 107 0 0 2 230
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 0 1 233
Volatility forecasts evaluation and comparison 0 0 0 8 0 0 0 44
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 1 3
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 0 0 4
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 0 16
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 0 0 33
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 0 0 16
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 1 1 1 100
Total Working Papers 0 0 5 1,240 3 6 41 3,584

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 1 23 0 0 2 112
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 1 15 0 0 5 70
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 103 0 1 3 369
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 2 4 19 263
Pricing individual stock options using both stock and market index information 0 0 1 14 0 0 3 104
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 0 0 1 82
Understanding volatility dynamics in the EU-ETS market 0 2 7 30 0 2 16 164
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 3 1 1 3 23
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 0 0 22
Total Journal Articles 0 2 11 200 3 8 52 1,209

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Statistics updated 2024-09-04