Concepedia

Francesco Violante

FV

9

Publications

425

Citations

9

H-Index

2009

Active since

Affiliations

UCLouvain(Current)

Aarhus University

Maastricht University

Center for Interuniversity Research and Analysis on Organizations

École Supérieure des Sciences Économiques et Commerciales

Francesco Violante is an author at UCLouvain specializing in volatility modeling, statistics, and business.

Top concepts

BusinessStatisticsVolatility ModelingEngineeringAsset PricingFinanceEconomicsForecastingPredictive AnalyticsMultivariate Stochastic Volatility

Publications per year

2009–2020

9

Publications

9

On loss functions and ranking forecasting performances of multivariate volatility models

Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante · Journal of Econometrics · 2012 · 141 citations · Full text

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +10

Understanding volatility dynamics in the EU-ETS market

María Eugenia Sanin, Francesco Violante, María Mansanet-Bataller · Energy Policy · 2015 · 104 citations

Economics, Volatility Modeling, Asset Pricing +3

On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models

Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante · SSRN Electronic Journal · 2009 · 42 citations · Full text

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +10

Dynamic conditional correlation models for realized covariance matrices

Luc Bauwens, Giuseppe Storti, Francesco Violante · Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)) · 2012 · 38 citations · Full text

Covariance Matrix, Engineering, Covariance Matrices +9

On the forecasting accuracy of multivariate GARCH models

Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante · Journal of Applied Econometrics · 2011 · 36 citations · Full text

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