Access Statistics for Paolo Zaffaroni

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Fractional) Beta Convergence 0 0 0 92 0 0 2 311
(Fractional) Beta Convergence 0 0 0 3 0 0 2 915
(Fractional) Beta Convergence 0 0 0 1 0 1 1 687
(Fractional) Beta Convergence 0 0 0 0 0 1 3 9
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 0 2 16
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 0 26
Beta Convergence 0 0 0 0 0 2 4 68
Contemporaneous Aggregation of GARCH Processes 0 0 0 2 0 0 0 12
Contemporaneous aggregation of GARCH processes 0 0 0 0 0 0 0 25
Contemporaneous aggregation of GARCH processes 0 0 0 35 0 0 0 127
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 2 68 0 2 9 168
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 1 1 92 0 3 3 154
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 0 0 87
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 158 0 0 2 257
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 68 0 1 5 94
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 3 51 0 0 6 95
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 0 1 4 389
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 1 91 0 1 3 376
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 2 4 9
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 0 0 3 164
Inferential Theory for Generalized Dynamic Factor Models 0 1 4 78 0 2 6 177
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 0 1 1 618
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 0 1 1 510
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 0 2 6 608
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 0 1 3 1,164
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 0 1 1 516
Model Averaging in Risk Management with an Application to Futures Markets 0 0 1 158 0 2 4 426
Modelling Nonlinearity and Long Memory in Time Series - (Now published in 'Nonlinear Dynamics and Time Series', C D Cutler and D T Kaplan (eds), Fields Institute Communications, 11 (1997), pp.61-170.) 0 0 0 0 0 0 1 23
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 0 0 959
Nonlinear Time Series with Long Memory: A Model for Stochastic Volatility - (Now published in 'Journal of Statistical Planning and Inference', 68 (1998), pp.359-371.) 0 0 0 0 0 1 1 9
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 1 135 0 0 3 381
One-Sided Representations of Generalized Dynamic Factor Models 1 1 2 51 1 3 4 157
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 218 1 3 6 473
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 1 1 234
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 307 0 0 3 914
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 0 0 508
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 1 79 0 0 2 300
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 1 318
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 0 0 0 30
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 0 0 0 23
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 0 0 24 0 2 5 32
Stationarity and Memory of ARCH Models 0 0 0 4 0 0 0 18
Stationarity and memory of ARCH models 0 0 0 1 0 1 1 23
Total Working Papers 1 3 20 3,650 2 35 103 12,410

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Fractional) beta convergence 0 0 1 129 0 0 2 334
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 0 0 0 167
A goodness-of-fit test for ARCH([infinity]) models 0 0 2 30 0 1 3 88
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 1 4 33 1 3 7 87
Aggregation and memory of models of changing volatility 0 0 0 27 0 0 1 86
Can aggregation explain the persistence of inflation? 0 0 0 152 0 0 3 493
Contemporaneous aggregation of GARCH processes 0 0 0 7 0 0 0 30
Contemporaneous aggregation of linear dynamic models in large economies 0 0 1 132 1 1 4 289
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 1 2 3 38 1 3 5 145
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 1 4 39 1 4 14 145
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 0 0 3 111
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 1 18 0 0 1 43
Long memory affine term structure models 0 0 0 53 0 3 5 149
Model averaging in risk management with an application to futures markets 0 1 2 76 0 1 3 251
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 0 2 87
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 0 1 1 52
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 0 0 2 270
Total Journal Articles 1 5 18 918 4 17 56 2,827

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Statistics updated 2025-05-12