logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
F

Francesco Violante

Ecole Polytechnique

10H指数
31论文数
499被引数
收录论文 8
发表时间
logo
Generalized Autoregressive Conditional Betas: Longitudinal Feedback in Multifactor Asset Pricing广义自回归条件Beta模型：多因素资产定价中的纵向反馈
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-04-22
err0
PREAI
errStefano Grassi; Francesco Violante
err分享
err收藏
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
errJOURNAL OF FORECASTING
IF2.7
err2022-12-14
err8
errOAAI
errColladon, Andrea Fronzetti; Grassi, Stefano; Ravazzolo, Francesco; Violante, Francesco
err分享
err收藏
Dynamics of variance risk premia: A new model for disentangling the price of risk
errJOURNAL OF ECONOMETRICS
IF4
err2020-08-01
err3
errOAAI
errRombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco
err分享
err收藏
Pricing individual stock options using both stock and market index information
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-02-01
err4
PREAI
errRombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco
err分享
err收藏
A non-structural investigation of VIX risk neutral density
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-02-01
err5
errOAAI
errBarletta, Andrea; de Magistris, Paolo Santucci; Violante, Francesco
err分享
err收藏
Understanding volatility dynamics in the EU-ETS market了解eu-ets市场的波动性动态
errENERGY POLICY
IF9.2
err2015-07-01
err78
errOAAI
errSanin, Maria Eugenia; Violante, Francesco; Mansanet-Bataller, Maria
err分享
err收藏
The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2014-01-01
err10
errOAAI
errRombouts, Jeroen; Stentoft, Lars; Violante, Franceso
err分享
err收藏
On loss functions and ranking forecasting performances of multivariate volatility models关于多元波动率模型的损失函数和排序预测性能
errJOURNAL OF ECONOMETRICS
IF4
err2013-03-01
err86
errOAAI
errLaurent, Sebastien; Rombouts, Jeroen V. K.; Violante, Francesco
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
F
Francesco Ravazzolo
H 指数: 33 · 论文数: 265
S
Sébastien Laurent
H 指数: 31 · 论文数: 285
A
Andrea Fronzetti Colladon
H 指数: 24 · 论文数: 152
J
Jeroen V.K. Rombouts
H 指数: 21 · 论文数: 120
S
Stefano Grassi
H 指数: 16 · 论文数: 122
查看更多