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 92 0 0 2 309
(Fractional) Beta Convergence 0 0 0 0 0 0 2 6
(Fractional) Beta Convergence 0 0 0 3 0 1 4 913
(Fractional) Beta Convergence 0 0 0 1 0 0 2 686
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 1 1 1 14
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 0 26
Beta Convergence 0 0 0 0 0 0 3 64
Contemporaneous Aggregation of GARCH Processes 0 0 0 2 0 0 0 12
Contemporaneous aggregation of GARCH processes 0 0 0 35 0 0 0 127
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 66 0 0 2 159
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 24 0 0 2 87
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 91 1 1 5 151
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 157 0 1 4 255
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 1 67 0 1 7 89
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 0 48 0 0 0 89
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 90 0 0 1 373
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 1 86 0 3 9 385
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 0 0 5
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 0 0 0 161
Inferential Theory for Generalized Dynamic Factor Models 0 0 11 74 1 2 41 171
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 0 0 0 617
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 0 0 2 509
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 0 0 0 1,161
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 0 0 0 602
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 157 0 0 1 422
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 0 0 3 515
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 1 1 2 22
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 2 378 0 0 2 959
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 0 8
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 1 1 2 134 1 2 6 378
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 49 0 0 0 153
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 0 0 1 233
One-Sided Representations of Generalized Dynamic Factor Models 0 0 2 216 0 1 7 467
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 0 0 1 508
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 307 0 0 0 911
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 78 0 0 0 298
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 1 1 2 317
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 1 1 1 30
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 1 1 3 23
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 0 0 24 0 0 0 27
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 22
Total Working Papers 1 1 22 3,630 8 17 117 12,307


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 1 128 0 0 7 332
A goodness-of-fit test for ARCH([infinity]) models 0 0 4 28 0 0 5 85
A goodness-of-fit test for ARCH([infinity]) models 0 0 1 38 0 0 3 167
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 0 0 29 1 1 3 80
Aggregation and memory of models of changing volatility 0 0 0 27 0 0 0 85
Can aggregation explain the persistence of inflation? 0 0 2 152 0 0 4 490
Contemporaneous aggregation of GARCH processes 0 0 0 7 1 1 1 30
Contemporaneous aggregation of linear dynamic models in large economies 0 1 2 131 0 2 3 285
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 1 35 0 1 4 140
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 1 2 4 35 1 3 9 131
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 0 1 1 108
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 0 17 0 0 0 42
Long memory affine term structure models 0 0 2 53 0 2 6 144
Model averaging in risk management with an application to futures markets 0 0 1 74 0 0 5 248
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 1 1 85
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 0 0 1 51
Whittle estimation of EGARCH and other exponential volatility models 1 1 1 79 1 2 2 268
Total Journal Articles 2 4 19 900 4 14 55 2,771


Statistics updated 2024-05-04