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 1 2 7 16
(Fractional) Beta Convergence 0 0 0 3 3 5 11 926
(Fractional) Beta Convergence 0 1 1 93 3 6 10 321
(Fractional) Beta Convergence 0 0 0 1 4 5 25 712
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 0 8 24
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 0 0 4 30
Beta Convergence 0 0 0 0 1 4 15 83
Contemporaneous Aggregation of GARCH Processes 1 1 1 3 2 4 7 19
Contemporaneous aggregation of GARCH processes 0 0 0 35 1 1 8 135
Contemporaneous aggregation of GARCH processes 0 0 0 0 1 2 6 31
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 2 4 13 181
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 92 1 1 9 163
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 4 5 18 105
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 4 5 17 274
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 2 4 16 110
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 1 1 2 53 4 5 16 111
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 91 2 5 17 393
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 4 11 20 409
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 1 2 7 16
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 1 3 14 178
Inferential Theory for Generalized Dynamic Factor Models 0 1 1 79 5 9 22 199
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 1 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 16 526
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 0 0 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 1 16 624
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 158 2 2 5 431
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 2 5 9 525
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 30
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 2 3 12 971
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 6 15
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 1 136 4 4 21 402
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 51 1 4 16 173
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 1 23 62 535
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 1 3 9 243
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 3 3 8 516
Optimal Asset Allocation with Factor Models for Large Portfolios 0 1 1 308 5 6 15 929
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 79 6 6 18 318
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 1 5 10 328
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 0 1 7 37
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 3 3 16 39
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 1 1 2 26 2 2 10 42
Stationarity and Memory of ARCH Models 0 0 0 4 3 4 10 28
Stationarity and memory of ARCH models 0 0 0 1 0 0 1 24
Total Working Papers 3 6 10 3,660 85 164 559 12,969

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 6 8 17 351
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 30 0 1 9 97
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 0 1 7 174
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 0 1 34 0 2 8 95
Aggregation and memory of models of changing volatility 0 0 0 27 0 0 3 89
Can aggregation explain the persistence of inflation? 0 0 0 152 2 6 29 522
Contemporaneous aggregation of GARCH processes 0 0 0 7 3 3 5 35
Contemporaneous aggregation of linear dynamic models in large economies 0 0 0 132 4 6 11 300
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 0 38 3 7 19 164
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 2 41 3 4 16 161
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 1 1 8 119
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 0 18 1 1 8 51
Long memory affine term structure models 0 0 0 53 4 7 32 181
Model averaging in risk management with an application to futures markets 0 0 1 77 1 2 7 258
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 1 1 5 92
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 0 3 9 61
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 1 6 16 286
Total Journal Articles 0 0 4 922 30 59 209 3,036

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Statistics updated 2026-05-06