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Francesco Violante

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Personal Details

First Name:Francesco
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Last Name:Violante
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RePEc Short-ID:pvi290
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Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
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Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)
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  1. BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco, 2012. "Dynamic conditional correlation models for realized covariance matrices," CORE Discussion Papers 2012060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," CORE Discussion Papers 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  4. Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
  5. SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009. "Understanding volatility dynamics in the EU-ETS market: lessons from the future," CORE Discussion Papers 2009024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009. "Consistent ranking of multivariate volatility models," CORE Discussion Papers 2009002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. LAURENT, Sébastien & VIOLANTE, Francesco, . "Volatility forecasts evaluation and comparison," CORE Discussion Papers RP -2414, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  1. Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  2. Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
  3. Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, 09.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CWA: Central & Western Asia (1) 2012-02-15
  2. NEP-ECM: Econometrics (4) 2009-11-14 2010-05-29 2010-10-02 2012-02-15. Author is listed
  3. NEP-ENE: Energy Economics (1) 2010-03-28
  4. NEP-ENV: Environmental Economics (1) 2010-03-28
  5. NEP-ETS: Econometric Time Series (3) 2010-05-29 2010-10-02 2012-02-15. Author is listed
  6. NEP-EUR: Microeconomic European Issues (1) 2010-03-28
  7. NEP-FOR: Forecasting (4) 2009-11-14 2010-05-29 2010-10-02 2012-02-15. Author is listed
  8. NEP-ORE: Operations Research (1) 2012-02-15

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