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Francesco Violante

  1. On loss functions and ranking forecasting performances of multivariate volatility models
    2012/08/13 by Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante · 3 citations
    Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Monetary Policy and Economic Impact