Francesco Violante

Francesco Violante is International Research Fellow 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 was Associate Professor at Department of Economics and Business Economics at Aarhus University 2013-2016.

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