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 0 0 7 16
(Fractional) Beta Convergence 0 0 0 1 0 0 25 712
(Fractional) Beta Convergence 0 0 1 93 1 2 12 323
(Fractional) Beta Convergence 0 0 0 3 0 0 11 926
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 0 7 25
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 1 4 31
Beta Convergence 0 0 0 0 0 1 15 85
Contemporaneous Aggregation of GARCH Processes 0 0 1 3 0 0 8 20
Contemporaneous aggregation of GARCH processes 0 0 0 35 0 0 8 135
Contemporaneous aggregation of GARCH processes 0 0 0 0 0 0 6 31
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 0 0 13 182
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 92 0 1 9 164
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 1 15 106
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 159 3 3 15 277
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 3 4 20 115
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 2 53 2 2 19 115
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 0 2 23 413
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 91 1 2 21 398
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 0 5 16
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 0 0 14 178
Inferential Theory for Generalized Dynamic Factor Models 0 0 2 80 1 1 24 203
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 3 3 11 629
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 0 3 19 529
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 1 3 8 1,174
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 2 2 18 626
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 0 3 13 529
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 158 0 0 5 431
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 7 31
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 0 11 971
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 7 16
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 0 136 0 1 22 404
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 3 4 63 540
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 51 0 0 17 175
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 0 9 243
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 1 308 1 1 15 931
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 0 8 516
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 79 0 0 16 318
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 10 328
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 0 0 7 37
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 0 1 18 41
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 0 1 26 0 0 8 42
Stationarity and Memory of ARCH Models 0 0 0 4 0 0 10 28
Stationarity and memory of ARCH models 0 0 0 1 0 0 1 24
Total Working Papers 0 0 8 3,661 21 41 584 13,034

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 1 1 16 352
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 30 0 1 10 98
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 0 1 7 175
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 0 1 34 0 0 9 96
Aggregation and memory of models of changing volatility 0 0 0 27 0 0 4 91
Can aggregation explain the persistence of inflation? 0 0 0 152 0 1 29 523
Contemporaneous aggregation of GARCH processes 0 0 0 7 1 2 7 37
Contemporaneous aggregation of linear dynamic models in large economies 0 1 1 133 1 3 15 304
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 0 38 1 2 19 166
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 0 41 0 1 15 164
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 0 1 9 120
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 0 18 0 0 8 51
Long memory affine term structure models 0 0 0 53 0 4 29 187
Model averaging in risk management with an application to futures markets 0 0 1 77 0 0 6 258
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 7 11 99
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 0 0 10 62
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 0 0 14 287
Total Journal Articles 0 1 3 923 4 24 218 3,070

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Statistics updated 2026-09-10