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 0 0 2 115
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 1 2 4 34
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 1 20 0 3 6 51
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 0 0 3 28
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 0 155
Dynamic conditional correlation models for realized covariance matrices 1 3 5 129 2 5 9 372
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 1 1 3 31
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 1 44 0 0 2 96
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 0 0 2 530
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 193 0 0 2 700
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 0 0 8 271
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 0 1 2 96
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options 0 0 0 68 0 0 1 139
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options 0 0 0 12 0 0 1 117
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 43 0 0 3 168
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 0 107 0 0 2 232
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 1 1 234
Volatility forecasts evaluation and comparison 0 0 0 8 0 0 2 46
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 2 1 1 1 34
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 1 4
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 1 1 3 102
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 0 1 17
Total Working Papers 1 3 10 1,250 6 15 60 3,641

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 5 7 119
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 1 1 3 73
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 1 104 2 3 7 376
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 0 1 11 272
Pricing individual stock options using both stock and market index information 0 0 1 15 0 0 2 106
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 0 0 1 83
Understanding volatility dynamics in the EU-ETS market 0 1 3 33 1 5 11 175
Variance swap payoffs, risk premia and extreme market conditions 0 0 1 4 0 1 5 27
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 0 1 23
Total Journal Articles 0 1 6 206 4 16 48 1,254

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Statistics updated 2025-08-05