VIOLANTE, FRANCESCO
VIOLANTE, FRANCESCO
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.053 secondi).
On loss functions and ranking forecasting performances of multivariate volatility models
2013 Laurent, Sébastien; Rombouts, Jeroen V. K; Violante, Francesco
On the forecasting accuracy of multivariate GARCH models
2012 Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, Francesco
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options
2014 Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco
Understanding volatility dynamics in the EU-ETS market
2015 Eugenia Sanin, María; Violante, Francesco; Mansanet Bataller, María
Volatility forecasts evaluation and comparison
2012 Laurent, Sébastien; Violante, Francesco
Volatility Forecasts Evaluation and Comparison
2012 Violante, Francesco; Laurent, Sébastien
Weak diffusion limits of dynamic conditional correlation models
2017 Hafner, Christian M; Laurent, Sebastien; Violante, Francesco
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| On loss functions and ranking forecasting performances of multivariate volatility models | 2013 | Laurent, Sébastien; Rombouts, Jeroen V. K; Violante, Francesco | |
| On the forecasting accuracy of multivariate GARCH models | 2012 | Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, Francesco | |
| The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options | 2014 | Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco | |
| Understanding volatility dynamics in the EU-ETS market | 2015 | Eugenia Sanin, María; Violante, Francesco; Mansanet Bataller, María | |
| Volatility forecasts evaluation and comparison | 2012 | Laurent, Sébastien; Violante, Francesco | |
| Volatility Forecasts Evaluation and Comparison | 2012 | Violante, Francesco; Laurent, Sébastien | |
| Weak diffusion limits of dynamic conditional correlation models | 2017 | Hafner, Christian M; Laurent, Sebastien; Violante, Francesco |