| On the forecasting accuracy of multivariate GARCH models S Laurent, JVK Rombouts, F Violante Journal of Applied Econometrics 27 (6), 934-955, 2012 | 285 | 2012 |
| On loss functions and ranking forecasting performances of multivariate volatility models S Laurent, JVK Rombouts, F Violante Journal of Econometrics 173 (1), 1-10, 2013 | 188* | 2013 |
| Understanding volatility dynamics in the EU-ETS market ME Sanin, F Violante, M Mansanet-Bataller Energy Policy 82, 321-331, 2015 | 134* | 2015 |
| Dynamic conditional correlation models for realized covariance matrices L Bauwens, G Storti, F Violante CORE DP 60, 104-108, 2012 | 57 | 2012 |
| Forecasting financial markets with semantic network analysis in the COVID‐19 crisis A Fronzetti Colladon, S Grassi, F Ravazzolo, F Violante Journal of Forecasting 42 (5), 1187-1204, 2023 | 24 | 2023 |
| The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options J Rombouts, L Stentoft, F Violante International Journal of Forecasting 30 (1), 78-98, 2014 | 19 | 2014 |
| Consistent ranking of multivariate volatility models S Laurent, JVK Rombouts, F Violante CORE, 2009 | 18* | 2009 |
| A non-structural investigation of VIX risk neutral density A Barletta, PS de Magistris, F Violante Journal of Banking & Finance 99, 1-20, 2019 | 12 | 2019 |
| Volatility Forecasts Evaluation and Comparison F Violante, S Laurent Handbook of Volatility Models and Their Applications, 465-486, 2012 | 12 | 2012 |
| Weak diffusion limits of dynamic conditional correlation models CM Hafner, S Laurent, F Violante Econometric Theory 33 (3), 691-716, 2017 | 11 | 2017 |
| G@ RCH 6.1 S Laurent, K Boudt, J Lahaye, JP Peters, J Rombouts, F Violante United Kingdom: Timberlake Co, 2010 | 11 | 2010 |
| Volatility forecasts evaluation and comparison S Laurent, F Violante Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 1-12, 2012 | 8 | 2012 |
| Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas S Grassi, F Violante CEIS Working Paper, 2021 | 6 | 2021 |
| Dynamics of variance risk premia: A new model for disentangling the price of risk JVK Rombouts, L Stentoft, F Violante Journal of Econometrics 217 (2), 312-334, 2020 | 6 | 2020 |
| Pricing individual stock options using both stock and market index information JVK Rombouts, L Stentoft, F Violante Journal of Banking & Finance 111, 105727, 2020 | 4 | 2020 |
| Variance swap payoffs, risk premia and extreme market conditions JVK Rombouts, L Stentoft, F Violante CREATES Research Papers, 2017 | 4 | 2017 |
| Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability JVK Rombouts, L Stentoft, F Violante CREATES Research Papers, 2017 | | 2017 |
| The Value of Multivariate Model Sophistication J Rombouts, L Stentoft, F Violante International Journal of Forecasting, 2014 | | 2014 |
| Essays on Multivariate Volatility Forecasting F Violante FUNDP, 2010 | | 2010 |
Jeroen VK RomboutsESSEC Business SchoolVerified email at essec.edu
