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 7 13 127
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 20 0 5 10 57
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 1 4 9 41
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 0 6 8 35
Consistent ranking of multivariate volatility models 0 0 0 49 0 1 3 158
Dynamic conditional correlation models for realized covariance matrices 0 0 5 130 2 6 20 385
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 0 0 0 45
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 1 24 0 4 10 38
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 4 5 101
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 3 8 15 545
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 2 194 2 7 10 709
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 2 3 5 276
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 1 4 6 101
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 4 4 143
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 0 3 6 123
Understanding volatility dynamics in the EU-ETS market 0 0 1 43 3 8 9 176
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 1 5 6 10
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 0 107 1 3 4 236
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 5 9 242
Volatility forecasts evaluation and comparison 0 0 0 8 0 5 6 52
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 1 4 8
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 2 2 6
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 1 3 19
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 1 4 7 40
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 5 10 11 28
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 2 6 11 112
Total Working Papers 0 0 9 1,252 26 116 196 3,813

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 1 6 12 126
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 2 8 12 83
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis 0 0 1 1 1 3 7 11
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 0 5 13 385
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 0 19 33 302
Pricing individual stock options using both stock and market index information 0 0 1 16 0 5 8 113
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 0 3 6 89
Understanding volatility dynamics in the EU-ETS market 0 0 3 34 1 6 17 184
Variance swap payoffs, risk premia and extreme market conditions 0 1 1 5 7 12 16 41
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 4 6 29
Total Journal Articles 0 1 6 210 12 71 130 1,363

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Statistics updated 2026-03-04