Francesco VIOLANTE

Francesco VIOLANTE is an Associate Professor at IÉSEG School of Management, France, and a member of the LEM research group. He has held academic positions at ENSAE (France), Sapienza Università di Roma (Italy), and Aarhus University (Denmark). His expertise bridges econometrics and finance, with a focus on volatility modeling, derivatives pricing, and empirical asset pricing.

Education:

• Ph.D. in Econometrics (2010), Facultés Universitaires Notre-Dame de la Paix (FUNDP), Belgium
• Master in Economics (2005), Université catholique de Louvain, Belgium
• Bachelor in Business Administration and Finance (2004), Bocconi University, Italy

Research interests emphasize advanced econometric methodologies, including multivariate volatility models and their applications to financial markets. He explores topics like dynamic conditional correlations, risk premia disentanglement, and semantic network analysis for crisis forecasting. Recent work addresses longitudinal feedback in asset pricing and extreme market conditions.

Key publications include studies on variance swaps, VIX risk neutral density, and EU-ETS market volatility. His 2016 award from the Danish Council of Independent Research recognizes contributions to hedging against correlation changes.

Teaching responsibilities span quantitative economics, econometrics, financial engineering, and risk management across undergraduate and postgraduate programs at IÉSEG. No grants or advising roles are explicitly listed in the provided materials.

Labs/Teams: Active member of the LEM (Laboratoire d'Economie Moderne) research center, focusing on modern economic and financial analysis.