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 7 19 134
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 20 1 4 10 61
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 0 4 13 45
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 0 3 10 38
Consistent ranking of multivariate volatility models 0 0 0 49 1 5 8 163
Dynamic conditional correlation models for realized covariance matrices 1 4 8 134 4 11 29 396
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 3 6 6 51
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 24 0 2 10 40
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 0 44 1 5 10 106
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 1 1 148 0 6 21 551
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 194 0 5 14 714
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 4 6 11 282
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 0 2 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 0 3 9 126
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 0 2 8 12
Understanding volatility dynamics in the EU-ETS market 0 0 0 43 0 2 10 178
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 0 107 1 1 5 237
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 0 8 242
Volatility forecasts evaluation and comparison 0 0 0 8 0 1 7 53
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 2 3 5 9
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 1 0 4 8 12
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 4 7 23
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 5 12 45
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 0 2 13 114
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 1 4 15 32
Total Working Papers 1 5 10 1,257 18 98 281 3,911

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 18 132
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 0 6 17 89
Forecasting financial markets with semantic network analysis in the COVID‐19 crisis 0 0 1 1 1 2 7 13
On loss functions and ranking forecasting performances of multivariate volatility models 0 0 0 104 2 6 17 391
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 1 9 39 311
Pricing individual stock options using both stock and market index information 0 0 1 16 1 5 12 118
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 1 2 8 91
Understanding volatility dynamics in the EU-ETS market 0 0 1 34 0 5 15 189
Variance swap payoffs, risk premia and extreme market conditions 0 0 1 5 0 3 18 44
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 2 8 31
Total Journal Articles 0 0 4 210 7 46 159 1,409

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Statistics updated 2026-06-04