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 1 12 1 1 25 111
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 3 19 1 1 6 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 29
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 0 155
Dynamic conditional correlation models for realized covariance matrices 0 0 3 124 0 0 10 363
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 1 1 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 3 43 0 0 5 94
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 0 1 18 528
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 0 191 1 2 3 695
On the forecasting accuracy of multivariate GARCH models 0 0 1 114 2 3 11 255
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 0 1 2 93
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 2 3 3 138
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 0 1 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 1 42 0 0 4 165
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 1 1 106 0 1 1 229
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 1 1 233
Volatility forecasts evaluation and comparison 0 0 2 8 0 0 4 44
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 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 0 0 0 0 2
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 0 0 0 99
Total Working Papers 0 1 15 1,238 8 16 96 3,564


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 22 0 0 2 110
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 1 15 0 2 4 68
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 3 102 0 0 16 366
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 3 5 23 253
Pricing individual stock options using both stock and market index information 0 1 1 14 0 1 2 103
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 0 1 1 82
Understanding volatility dynamics in the EU-ETS market 0 1 5 24 0 4 12 153
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 3 0 1 2 22
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 0 0 22
Total Journal Articles 0 2 10 192 3 14 62 1,179


Statistics updated 2024-02-04