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 4 25 712
(Fractional) Beta Convergence 0 0 0 0 0 1 7 16
(Fractional) Beta Convergence 0 0 0 3 0 3 11 926
(Fractional) Beta Convergence 0 0 1 93 0 3 10 321
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 1 9 25
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 1 1 5 31
Beta Convergence 0 0 0 0 1 3 16 85
Contemporaneous Aggregation of GARCH Processes 0 1 1 3 0 3 8 20
Contemporaneous aggregation of GARCH processes 0 0 0 35 0 1 8 135
Contemporaneous aggregation of GARCH processes 0 0 0 0 0 1 6 31
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 0 3 14 182
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 4 15 105
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 92 0 1 9 163
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 0 159 0 4 16 274
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 0 3 16 111
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 1 2 53 0 6 18 113
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 91 1 6 20 397
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 1 7 23 412
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 1 7 16
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 0 1 14 178
Inferential Theory for Generalized Dynamic Factor Models 0 1 2 80 0 8 24 202
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 0 1 8 626
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 2 4 18 528
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 0 0 16 624
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 2 2 8 1,173
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 158 0 2 5 431
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 3 6 13 529
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 8 31
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 2 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 1 7 16
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 0 136 1 6 22 404
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 1 9 243
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 0 2 62 536
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 51 0 3 18 175
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 1 308 0 6 15 930
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 3 8 516
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 79 0 6 17 318
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 1 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 1 5 18 41
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 1 2 26 0 2 10 42
Stationarity and Memory of ARCH Models 0 0 0 4 0 3 10 28
Stationarity and memory of ARCH models 0 0 0 1 0 0 1 24
Total Working Papers 0 4 9 3,661 13 122 582 13,006

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 6 17 351
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 0 0 7 174
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 30 0 0 9 97
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 0 1 34 0 1 9 96
Aggregation and memory of models of changing volatility 0 0 0 27 0 2 5 91
Can aggregation explain the persistence of inflation? 0 0 0 152 1 3 30 523
Contemporaneous aggregation of GARCH processes 0 0 0 7 0 3 5 35
Contemporaneous aggregation of linear dynamic models in large economies 1 1 1 133 2 7 14 303
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 0 38 0 3 18 164
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 1 41 0 5 16 163
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 0 1 8 119
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 0 18 0 1 8 51
Long memory affine term structure models 0 0 0 53 0 6 30 183
Model averaging in risk management with an application to futures markets 0 0 1 77 0 1 7 258
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 7 8 12 99
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 0 1 10 62
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 0 2 17 287
Total Journal Articles 1 1 4 923 10 50 222 3,056

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Statistics updated 2026-07-10