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
This page was built for person: Francesco Violante
