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 1 5 7 120
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 1 20 0 1 7 52
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 3 3 7 37
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 1 1 3 29
Consistent ranking of multivariate volatility models 0 0 0 49 1 2 2 157
Dynamic conditional correlation models for realized covariance matrices 0 1 5 130 1 5 15 379
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 0 0 1 45
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 1 24 2 3 6 34
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 1 2 97
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 3 5 8 537
On the Forecasting Accuracy of Multivariate GARCH Models 1 1 2 194 2 2 3 702
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 1 2 3 273
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 0 1 2 97
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 0 139
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 1 3 4 120
Understanding volatility dynamics in the EU-ETS market 0 0 1 43 0 0 2 168
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 0 1 1 5
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 0 107 0 1 3 233
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 1 3 4 237
Volatility forecasts evaluation and comparison 0 0 0 8 0 1 3 47
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 2 2 3 36
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 2 3 3 7
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 1 2 2 18
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 0 1 4
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 4 4 6 106
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 1 1 2 18
Total Working Papers 1 2 10 1,252 28 52 100 3,697

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 1 7 120
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 2 2 4 75
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis 0 1 1 1 0 2 6 8
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 104 1 3 9 380
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 7 11 18 283
Pricing individual stock options using both stock and market index information 0 1 1 16 0 1 3 108
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 2 3 4 86
Understanding volatility dynamics in the EU-ETS market 0 0 4 34 0 2 13 178
Variance swap payoffs, risk premia and extreme market conditions 0 0 1 4 1 2 6 29
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 2 3 25
Total Journal Articles 0 2 8 209 13 29 73 1,292

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Statistics updated 2025-12-06