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 1 6
(Fractional) Beta Convergence 0 0 0 1 0 0 1 686
(Fractional) Beta Convergence 0 0 0 92 1 1 2 310
(Fractional) Beta Convergence 0 0 0 3 0 0 3 914
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 0 0 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 66
Contemporaneous Aggregation of GARCH Processes 0 0 0 2 0 0 0 12
Contemporaneous aggregation of GARCH processes 0 0 0 0 0 0 0 25
Contemporaneous aggregation of GARCH processes 0 0 0 35 0 0 0 127
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 1 2 2 68 1 3 4 163
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 0 0 0 87
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 91 0 0 3 151
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 158 0 0 4 256
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 67 0 1 5 90
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 0 3 51 1 1 4 93
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 0 0 8 388
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 1 91 0 1 2 375
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 0 0 1 6
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 1 1 1 162
Inferential Theory for Generalized Dynamic Factor Models 0 0 7 76 0 1 19 174
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 0 509
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 0 1 2 1,163
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 0 0 1 603
Model Averaging in Risk Management with an Application to Futures Markets 0 1 1 158 0 1 1 423
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 0 0 0 515
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 0 0 1 22
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 0 0 959
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 0 0 1 134 0 0 3 378
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 0 49 0 0 0 153
One-Sided Representations of Generalized Dynamic Factor Models 0 2 2 218 0 3 5 470
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 1 2 2 913
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 1 1 79 0 2 2 300
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 1 3 318
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 0 0 1 30
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 0 0 1 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 6 19 3,643 5 19 87 12,343


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 1 129 0 1 4 334
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 0 0 2 167
A goodness-of-fit test for ARCH([infinity]) models 0 0 4 30 0 0 5 87
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 1 1 3 32 1 2 7 84
Aggregation and memory of models of changing volatility 0 0 0 27 1 1 1 86
Can aggregation explain the persistence of inflation? 0 0 1 152 0 0 6 493
Contemporaneous aggregation of GARCH processes 0 0 0 7 0 0 1 30
Contemporaneous aggregation of linear dynamic models in large economies 0 0 2 132 1 2 5 288
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 1 36 0 1 4 142
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 5 36 0 0 12 137
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 2 2 3 110
Large‐scale volatility models: theoretical properties of professionals’ practice 0 1 1 18 0 1 1 43
Long memory affine term structure models 0 0 0 53 2 2 5 146
Model averaging in risk management with an application to futures markets 0 0 2 75 1 1 5 250
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 0 0 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 0 0 1 79 0 0 2 268
Total Journal Articles 1 2 21 911 8 13 65 2,801


Statistics updated 2024-11-05