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 4 8 19 134
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 20 3 3 12 60
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 3 5 13 45
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 2 3 10 38
Consistent ranking of multivariate volatility models 0 0 0 49 3 4 7 162
Dynamic conditional correlation models for realized covariance matrices 3 3 7 133 5 9 25 392
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 1 3 3 48
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 24 2 2 10 40
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 3 5 9 105
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 1 1 1 148 4 9 21 551
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 194 4 7 14 714
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 2 4 7 278
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 1 3 8 103
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 1 5 144
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 2 3 9 126
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 1 3 8 12
Understanding volatility dynamics in the EU-ETS market 0 0 0 43 2 5 10 178
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 0 107 0 1 4 236
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 0 9 242
Volatility forecasts evaluation and comparison 0 0 0 8 1 1 7 53
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 1 1 3 7
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 4 4 7 23
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 3 6 12 45
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 4 4 8 12
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 1 8 14 31
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 1 4 13 114
Total Working Papers 4 4 9 1,256 57 106 267 3,893

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 5 6 17 131
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 4 8 17 89
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis 0 0 1 1 1 2 7 12
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 2 4 16 389
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 5 8 39 310
Pricing individual stock options using both stock and market index information 0 0 1 16 3 4 11 117
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 1 1 7 90
Understanding volatility dynamics in the EU-ETS market 0 0 2 34 2 6 19 189
Variance swap payoffs, risk premia and extreme market conditions 0 0 1 5 2 10 18 44
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 2 2 8 31
Total Journal Articles 0 0 5 210 27 51 159 1,402

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Statistics updated 2026-05-06