Francesco Violante

Francesco Violante is an assistant professor at the Department of Economics and Business Economics, Aarhus University and member of CREATES. He earned a BA from Bocconi University, Milan (Italy) and an MA from the Université catholique de Louvain, Louvain-la-Neuve (Belgium), majoring in financial markets and institutions management, and he earned a PhD in Economics from the Académie Louvain - Facultés universitaires Notre-Dame de la Paix, Namur (Belgium) in 2010.  Since then, he has been postdoctoral research fellow at the Department of Quantitative Economics, Maastricht University (Netherlands) and invited professor at CORE - Université catholique de Louvain. He joined Department of Economics and Business Economics at Aarhus University in 2013.

His research interests focus on volatility modeling and forecasting, forecast evaluation and model selection, financial time series modeling and derivative pricing.


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