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 9 18 21 707
(Fractional) Beta Convergence 0 0 0 3 4 6 6 921
(Fractional) Beta Convergence 0 0 0 0 3 5 6 14
(Fractional) Beta Convergence 0 0 0 92 1 3 4 315
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results 0 0 0 2 5 6 8 24
Aggregation of simple linear dynamics: exact asymptotic results 0 0 0 4 1 3 4 30
Beta Convergence 0 0 0 0 5 9 13 79
Contemporaneous Aggregation of GARCH Processes 0 0 0 2 1 3 3 15
Contemporaneous aggregation of GARCH processes 0 0 0 0 3 4 4 29
Contemporaneous aggregation of GARCH processes 0 0 0 35 4 6 7 134
Dynamic Factor Models with Infinite-Dimensional Factor Space. Asymptotic Analysis 0 0 0 68 5 8 11 177
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 0 24 5 9 13 100
Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis 0 0 1 92 3 6 11 162
Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations 0 0 1 159 4 7 12 269
Eigenvalue Ratio Estimators for the Number of Common Factors 0 0 0 68 5 8 13 106
Eigenvalue Ratio Estimators for the Number of Dynamic Factors 0 1 1 52 5 10 11 106
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 91 6 10 13 388
Fast micro and slow macro: can aggregation explain the persistence of inflation? 0 0 0 86 5 6 10 398
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices 0 0 0 0 2 2 7 14
Gaussian inference on certain long-range dependent volatility models 0 0 0 39 10 11 11 175
Inferential Theory for Generalized Dynamic Factor Models 0 0 1 78 2 7 15 190
Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 219 3 6 8 625
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management 0 0 0 165 6 10 13 522
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 237 8 15 17 623
Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management 0 0 0 360 1 3 8 1,171
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 186 2 4 5 520
Model Averaging in Risk Management with an Application to Futures Markets 0 0 0 158 2 3 5 429
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 3 5 7 30
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 2 5 9 968
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 2 5 6 14
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models 0 0 1 136 8 14 17 398
One-Sided Representations of Generalized Dynamic Factor Models 0 0 1 51 6 11 15 169
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 76 2 5 7 240
One-Sided Representations of Generalized Dynamic Factor Models 0 0 0 218 19 32 42 512
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 307 3 6 9 923
Optimal Asset Allocation with Factor Models for Large Portfolios 0 0 0 151 3 3 5 513
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios 0 0 0 79 5 10 12 312
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 3 5 5 323
Pseudo-Maximum Likelihood Estimation of ARCH(8) Models 0 0 0 3 2 5 6 36
Pseudo-maximum likelihood estimation of ARCH(∞) models 0 0 0 2 3 9 13 36
Robust Nearly-Efficient Estimation of Large Panels with Factor Structures 0 0 1 25 3 5 10 40
Stationarity and Memory of ARCH Models 0 0 0 4 3 6 6 24
Stationarity and memory of ARCH models 0 0 0 1 1 1 2 24
Total Working Papers 0 1 7 3,654 178 315 430 12,805

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 2 7 9 343
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 38 4 5 6 173
A goodness-of-fit test for ARCH([infinity]) models 0 0 0 30 5 8 9 96
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES 0 1 2 34 2 5 9 93
Aggregation and memory of models of changing volatility 0 0 0 27 1 1 3 89
Can aggregation explain the persistence of inflation? 0 0 0 152 4 22 23 516
Contemporaneous aggregation of GARCH processes 0 0 0 7 0 2 2 32
Contemporaneous aggregation of linear dynamic models in large economies 0 0 0 132 3 4 6 294
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis 0 0 2 38 8 9 15 157
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 0 0 3 41 3 8 16 157
Gaussian inference on certain long-range dependent volatility models 0 0 0 24 3 6 7 118
Large‐scale volatility models: theoretical properties of professionals’ practice 0 0 0 18 6 6 7 50
Long memory affine term structure models 0 0 0 53 6 13 28 174
Model averaging in risk management with an application to futures markets 0 0 2 77 2 3 6 256
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 0 0 0 21 1 3 4 91
STATIONARITY AND MEMORY OF ARCH(∞) MODELS 0 0 0 22 1 4 7 58
Whittle estimation of EGARCH and other exponential volatility models 0 0 0 79 3 5 10 280
Total Journal Articles 0 1 9 922 54 111 167 2,977

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Statistics updated 2026-02-12