Francesco Violante
From MaRDI portal
Person:528160
Available identifiers
zbMath Open violante.francescoMaRDI QIDQ528160
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 | 2020-06-18 | Paper |
| WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS | 2017-08-22 | Paper |
| On loss functions and ranking forecasting performances of multivariate volatility models | 2017-05-12 | Paper |
Research outcomes over time
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