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 1 0 0 1 687
(Fractional) Beta Convergence 0 0 0 3 0 0 1 915
(Fractional) Beta Convergence 0 0 0 92 0 0 2 311
(Fractional) Beta Convergence 0 0 0 0 0 0 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 1 1 3 69
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 0 9 168
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 3 3 90
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 0 0 3 154
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 1 1 159 0 1 2 258
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 68 0 1 6 95
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 0 51 0 0 3 95
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 0 0 1 389
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 91 0 1 3 377
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 0 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 0 2 78 1 1 5 178
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 0 0 1 618
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 0 0 1 510
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 0 0 5 608
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 1 1 3 1,165
Model Averaging in Risk Management with an Application to Futures Markets 0 0 1 158 0 0 4 426
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 0 0 1 516
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 1 1 1 960
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 0 1 9
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 1 1 2 136 1 1 4 382
One-Sided Representations of Generalized Dynamic Factor Models 0 1 2 51 0 1 4 157
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 218 0 2 7 474
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 0 1 234
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 0 0 508
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 307 0 1 4 915
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 1 79 0 1 3 301
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 0 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 0 1 23
Total Working Papers 1 3 15 3,652 5 16 102 12,424

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 0 129 0 0 1 334
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 0 30 0 0 1 88
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 0 2 33 0 1 5 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 1 493
Contemporaneous aggregation of GARCH processes 0 0 0 7 0 0 0 30
Contemporaneous aggregation of linear dynamic models in large economies 0 0 0 132 0 1 3 289
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 1 2 38 0 2 5 146
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 1 5 40 0 3 11 147
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 1 4 9 153
Model averaging in risk management with an application to futures markets 0 0 1 76 0 0 2 251
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 0 1 52
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 0 0 2 270
Total Journal Articles 0 2 11 919 1 11 48 2,834

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Statistics updated 2025-07-04