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 3 1 5 7 922
(Fractional) Beta Convergence 0 0 0 1 0 10 20 707
(Fractional) Beta Convergence 1 1 1 93 2 4 6 317
(Fractional) Beta Convergence 0 0 0 0 0 4 5 14
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 5 8 24
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 2 4 30
Beta Convergence 0 0 0 0 0 8 12 79
Contemporaneous Aggregation of GARCH Processes 0 0 0 2 1 3 4 16
Contemporaneous aggregation of GARCH processes 0 0 0 0 0 4 4 29
Contemporaneous aggregation of GARCH processes 0 0 0 35 0 6 7 134
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 1 9 11 178
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 1 6 14 101
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 0 5 11 162
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 1 7 13 270
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 2 9 15 108
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 1 1 52 0 9 11 106
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 5 10 15 403
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 91 0 10 13 388
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 2 7 14
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 2 13 13 177
Inferential Theory for Generalized Dynamic Factor Models 1 1 2 79 2 5 16 192
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 0 5 7 625
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 1 9 13 523
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 0 2 7 1,171
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 0 14 16 623
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 158 0 2 4 429
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 1 5 5 521
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 5 7 30
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 3 9 968
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 5 6 15
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 1 136 0 13 17 398
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 12 36 52 524
One-Sided Representations of Generalized Dynamic Factor Models 0 0 1 51 2 9 15 171
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 5 7 241
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 307 0 4 9 923
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 3 5 513
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 79 0 7 12 312
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 1 6 6 324
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 0 3 6 36
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 0 6 13 36
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 0 1 25 0 4 9 40
Stationarity and Memory of ARCH Models 0 0 0 4 0 6 6 24
Stationarity and memory of ARCH models 0 0 0 1 0 1 1 24
Total Working Papers 2 3 9 3,656 37 289 448 12,842

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 2 9 343
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 30 1 8 10 97
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 0 5 6 173
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 0 2 34 0 2 8 93
Aggregation and memory of models of changing volatility 0 0 0 27 0 1 3 89
Can aggregation explain the persistence of inflation? 0 0 0 152 1 11 24 517
Contemporaneous aggregation of GARCH processes 0 0 0 7 0 2 2 32
Contemporaneous aggregation of linear dynamic models in large economies 0 0 0 132 2 5 8 296
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 3 12 17 160
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 2 41 1 5 16 158
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 0 5 7 118
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 0 18 0 6 7 50
Long memory affine term structure models 0 0 0 53 1 14 26 175
Model averaging in risk management with an application to futures markets 0 0 1 77 1 4 6 257
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 2 4 91
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 2 5 9 60
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 1 4 11 281
Total Journal Articles 0 0 7 922 13 93 173 2,990

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04