Projets par année
Profil personnel
Domaines de compétence
Volatility models for financial time series
Volatility forecasts and comparison
Testing procedures for superior predictive ability
Diffusion models
Volatility forecasts and comparison
Testing procedures for superior predictive ability
Diffusion models
Diplômes
PhD Student in Economics (CeReFiM, University of Namur, Belgium, Since 2006)
MA in Economics (Université Catholique de Louvain, Belgium, 2005)
BA in Finance (Bocconi University, Italy, 2004)
MA in Economics (Université Catholique de Louvain, Belgium, 2005)
BA in Finance (Bocconi University, Italy, 2004)
Domaines de compétence
Volatility models for financial time series
Volatility forecasts and comparison
Testing procedures for superior predictive ability
Diffusion models
Volatility forecasts and comparison
Testing procedures for superior predictive ability
Diffusion models
Diplômes
PhD Student in Economics (CeReFiM, University of Namur, Belgium, Since 2006)
MA in Economics (Université Catholique de Louvain, Belgium, 2005)
BA in Finance (Bocconi University, Italy, 2004)
MA in Economics (Université Catholique de Louvain, Belgium, 2005)
BA in Finance (Bocconi University, Italy, 2004)
Projets 2001 2011
- 1 Terminé
Volatility models, risk management and Value-at-Risk models
Giot, P., Lahaye, J., Laurent, S. & Violante, F.
1/01/01 → 31/12/11
Projet: Projet de thèse
Thèse
Essays on Multivariate Volatility Forecasting
Auteur: Violante, F., 6 déc. 2010Superviseur: Laurent, S. (Promoteur), Giot, P. (Président), Bauwens, L. (Jury), Hafner, C. (Personne externe) (Jury), Palm, F. (Personne externe) (Jury) & Zakoian, J. (Personne externe) (Jury)
Thèse de l'étudiant: Doc types › Docteur en Sciences économiques et de gestion
Fichier