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 1 2 114
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 14 1 1 2 27
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 0 0 0 154 0 2 2 32
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas 1 1 1 20 2 2 2 47
Consistent ranking of multivariate volatility models 0 0 0 49 0 0 0 155
Dynamic conditional correlation models for realized covariance matrices 0 0 1 125 0 1 2 365
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability 0 0 0 8 1 1 1 45
Forecasting financial markets with semantic network analysis in the COVID-19 crisis 0 0 0 23 0 0 0 28
Forecasting financial markets with semantic network analysis in the COVID—19 crisis 0 0 1 44 0 1 2 96
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models 0 0 0 147 1 1 2 530
On the Forecasting Accuracy of Multivariate GARCH Models 0 0 1 192 0 0 4 699
On the forecasting accuracy of multivariate GARCH models 0 0 0 114 0 1 15 271
Retrieving Risk-Neutral Densities Embedded in VIX Options: a Non-Structural Approach 0 0 0 25 0 0 2 95
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 1 1 1 117
Understanding volatility dynamics in the EU-ETS market 0 0 0 42 0 1 2 167
Understanding volatility dynamics in the EU-ETS market 0 0 0 0 0 0 0 4
Understanding volatility dynamics in the EU-ETS market: lessons from the future 0 0 1 107 1 2 3 232
Variance swap payoffs, risk premia and extreme market conditions 0 0 0 11 0 0 0 233
Volatility forecasts evaluation and comparison 0 0 0 8 1 2 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 0 0 0 0 16
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 0 0 1 2 4
Weak Diffusion Limits of Dynamic Conditional Correlation Models 0 0 0 2 0 0 0 33
Weak diffusion limits of dynamic conditional correlation models 0 0 0 0 0 1 1 17
Weak diffusion limits of dynamic conditional correlation models 0 0 0 65 1 1 2 101
Total Working Papers 1 1 5 1,243 10 20 50 3,617

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 1 23 0 1 4 114
Dynamics of variance risk premia: A new model for disentangling the price of risk 0 0 0 15 0 0 3 71
On loss functions and ranking forecasting performances of multivariate volatility models 0 1 2 104 0 1 6 372
On the forecasting accuracy of multivariate GARCH models 0 0 0 0 2 4 15 269
Pricing individual stock options using both stock and market index information 0 0 1 15 0 0 2 105
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options 0 0 0 10 0 1 1 83
Understanding volatility dynamics in the EU-ETS market 0 1 6 31 0 2 12 167
Variance swap payoffs, risk premia and extreme market conditions 0 1 1 4 0 2 3 25
WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS 0 0 0 2 0 1 1 23
Total Journal Articles 0 3 11 204 2 12 47 1,229

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Statistics updated 2025-03-03