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 0 1 3 3 9
(Fractional) Beta Convergence 0 0 0 1 1 1 1 687
(Fractional) Beta Convergence 0 0 0 3 0 1 3 915
(Fractional) Beta Convergence 0 0 0 92 0 0 2 311
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 2 3 16
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 0 26
Beta Convergence 0 0 0 0 1 1 3 67
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 1 4 8 167
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: Asymptotic Analysis 0 0 0 91 0 0 1 151
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 158 0 0 3 257
Eigenvalue Ratio Estimators for the Number of Common Factors 0 1 1 68 0 3 4 93
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 3 51 0 2 6 95
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 0 0 5 388
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 1 91 0 0 2 375
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 1 2 7
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 0 3 77 1 1 7 176
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 1 1 1 618
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 1 1 1 510
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 1 1 3 1,164
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 1 3 5 607
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 1 1 1 516
Model Averaging in Risk Management with an Application to Futures Markets 0 0 1 158 1 1 3 425
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 2 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 1 1 1 9
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 2 135 0 2 4 381
One-Sided Representations of Generalized Dynamic Factor Models 0 1 1 50 2 3 3 156
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 1 1 234
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 218 2 2 5 472
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 2 318
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 0 0 1 30
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 0 0 1 23
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 0 0 24 1 4 4 31
Stationarity and Memory of ARCH Models 0 0 0 4 0 0 0 18
Stationarity and memory of ARCH models 0 0 0 1 1 1 1 23
Total Working Papers 0 2 18 3,647 19 41 100 12,394

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 0 2 87
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 0 3 32 1 1 6 85
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 1 30
Contemporaneous aggregation of linear dynamic models in large economies 0 0 2 132 0 0 5 288
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 1 36 1 1 3 143
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 1 3 5 39 1 4 12 142
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 0 0 4 111
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 3 3 5 149
Model averaging in risk management with an application to futures markets 1 1 2 76 1 1 3 251
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 2 3 87
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 0 0 0 51
Whittle estimation of EGARCH and other exponential volatility models 0 0 1 79 0 1 4 270
Total Journal Articles 2 4 18 915 7 13 55 2,817

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Statistics updated 2025-03-03