Francesco Violante
Economics and Econometrics · 2009–2010
A researcher in the Science corpus: 2 papers; trusts 31 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 49 citations into it; #13,597 of 23,481 by trust here, #10,609 by citations
- Finance — 39 citations into it; #6,254 of 10,518 by trust here, #4,260 by citations
- Renewable Energy, Sustainability and the Environment — 8 citations into it
- Statistics and Probability — 8 citations into it
- Management Science and Operations Research — 7 citations into it; #6,845 of 11,946 by trust here, #5,787 by citations
- Global and Planetary Change — 5 citations into it
Whom Francesco Violante trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- P. R. Hansen
- Ken West
- Ole E. Barndorff-Nielsen
- Halbert White
- Y. Tse
- Daniel B. Nelson
- N. Shephard
- Asger Lunde
Who trusts Francesco Violante overall
Papers from Francesco Violante's perspective
Ordered by how strongly the researchers Francesco Violante trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Dynamic Conditional Correlation
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
- A Reality Check for Data Snooping
- Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Asymptotic Inference about Predictive Ability
- ANOVA for diffusions and Itô processes
- Consistent Ranking of Volatility Models
Their papers
- On the Forecasting Accuracy of Multivariate GARCH Models (2010) — 241 citations
- Understanding volatility dynamics in the EU-ETS market (2009) — 166 citations