Francesco Violante

Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas

Stefano Grassi, Francesco Violante, S. Grassi, 2021 .

The Value of Multivariate Model Sophistication: An Application to Pricing Dow Jones Industrial Average Options

Lars Stentoft, Jeroen V.K. Rombouts, Francesco Violante, 2012 .

Série Scientifique Scientific Series on Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models on Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models

Jeroen V.K. Rombouts, Sébastien Laurent, Francesco Violante, 2022 .

Volatility forecasts evaluation and comparison: Volatility forecasts evaluation and comparison

Sébastien Laurent, Francesco Violante, Francesco Violante, 2012 .