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 2 2 3 917
(Fractional) Beta Convergence 0 0 0 0 1 1 4 10
(Fractional) Beta Convergence 0 0 0 1 8 10 11 697
(Fractional) Beta Convergence 0 0 0 92 1 2 2 313
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 1 1 5 19
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 1 1 2 28
Beta Convergence 0 0 0 0 1 1 5 71
Contemporaneous Aggregation of GARCH Processes 0 0 0 2 1 1 1 13
Contemporaneous aggregation of GARCH processes 0 0 0 35 0 1 1 128
Contemporaneous aggregation of GARCH processes 0 0 0 0 0 0 0 25
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 0 0 6 169
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 4 4 8 95
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 1 2 6 157
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 1 1 6 263
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 68 1 4 9 99
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 0 51 1 1 4 97
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 1 3 5 393
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 91 0 1 3 378
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 1 6 12
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 0 0 0 164
Inferential Theory for Generalized Dynamic Factor Models 0 0 1 78 4 8 12 187
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 1 2 3 620
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 2 4 5 514
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 1 3 6 1,169
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 1 1 5 609
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 158 1 1 3 427
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 1 2 25
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 2 5 6 965
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 2 10
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 1 136 1 3 6 385
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 51 4 4 9 162
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 8 11 18 488
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 2 3 236
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 307 2 3 5 919
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 2 2 510
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 79 3 3 5 305
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 0 318
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 2 3 3 33
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 3 7 7 30
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 0 1 25 1 2 9 36
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 0 0 8 3,653 63 103 200 12,553

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 5 5 7 341
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 30 1 1 2 89
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 0 0 1 168
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 1 1 2 34 3 4 7 91
Aggregation and memory of models of changing volatility 0 0 0 27 0 1 2 88
Can aggregation explain the persistence of inflation? 0 0 0 152 12 12 13 506
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 1 2 3 291
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 0 1 6 148
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 5 41 4 4 15 153
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 1 2 2 113
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 0 18 0 1 1 44
Long memory affine term structure models 0 0 0 53 0 3 15 161
Model averaging in risk management with an application to futures markets 0 1 2 77 0 1 3 253
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 1 1 4 89
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 1 3 4 55
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 2 4 8 277
Total Journal Articles 1 2 11 922 31 45 93 2,897

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Statistics updated 2025-12-06