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 5 7 13 126
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 2 6 8 40
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 4 7 9 35
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 1 20 4 5 12 57
Consistent ranking of multivariate volatility models 0 0 0 49 1 2 3 158
Dynamic conditional correlation models for realized covariance matrices 0 0 5 130 3 5 18 383
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 3 6 10 38
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 4 4 100
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 2 8 13 542
On the Forecasting Accuracy of Multivariate GARCH Models 0 1 2 194 4 7 8 707
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 1 2 3 274
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 1 3 5 100
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 2 4 4 143
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 2 4 7 123
Understanding volatility dynamics in the EU-ETS market 0 0 1 43 4 5 6 173
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 2 4 5 9
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 0 107 1 2 4 235
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 3 6 9 242
Volatility forecasts evaluation and comparison 0 0 0 8 3 5 7 52
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 3 4 8
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 3 5 6 39
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 2 3 19
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 2 2 2 6
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 5 6 6 23
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 4 8 10 110
Total Working Papers 0 1 10 1,252 62 118 180 3,787

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 4 5 11 125
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 6 8 10 81
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis 0 0 1 1 1 2 7 10
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 3 6 13 385
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 7 26 35 302
Pricing individual stock options using both stock and market index information 0 0 1 16 4 5 8 113
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 3 5 6 89
Understanding volatility dynamics in the EU-ETS market 0 0 3 34 3 5 16 183
Variance swap payoffs, risk premia and extreme market conditions 1 1 1 5 4 6 9 34
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 3 4 6 29
Total Journal Articles 1 1 6 210 38 72 121 1,351

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12