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Violante, Francesco's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
80 |
Total
Citations
5 |
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1.
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Laurent, Sébastien
Maastricht University - Department of Quantitative Economics Rombouts, J. V. K.
HEC Montreal Violante, Francesco
Maastricht University - Department of Economics
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17 Nov 09
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Last Revised:
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21 Apr 12
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57
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Volatility, multivariate GARCH, matrix norm, loss function, model confidence set
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2.
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Rombouts, J. V. K.
HEC Montreal Stentoft, Lars
HEC Montréal - Department of Finance Violante, Francesco
Maastricht University - Department of Economics
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option pricing, economic loss, forecasting, multivariate GARCH, model confidence set
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