Francesco Violante
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamics of variance risk premia: a new model for disentangling the price of risk Journal of Econometrics | 2020-06-18 | Paper |
| Weak diffusion limits of dynamic conditional correlation models Econometric Theory | 2017-08-22 | Paper |
| On loss functions and ranking forecasting performances of multivariate volatility models Journal of Econometrics | 2017-05-12 | Paper |
| On loss functions and ranking forecasting performances of multivariate volatility models Journal of Econometrics | 2017-05-12 | Paper |
Research outcomes over time
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