Sfoglia per Autore
Nonlinear time series with long memory: a model for stochastic volatility
1998 Zaffaroni, Paolo; Robinson, P.
(Fractional) Beta convergence
2000 Zaffaroni, Paolo; Claudio, Michelacci
Gaussian inference on certain long-range dependent volatility models
2003 Zaffaroni, Paolo
Contemporaneous aggregation of linear dynamic models in large economies
2004 Zaffaroni, Paolo
Stationarity and memory of ARCH(1) models
2004 Zaffaroni, Paolo
Pseudo-maximum likelihood estimation of ARCH(1) models
2006 Zaffaroni, Paolo; PETER M., Robinson
Contemporaneous aggregation of GARCH processes
2007 Zaffaroni, Paolo
Aggregation and memory of models of changing volatility
2007 Zaffaroni, Paolo
A goodness-of-fit test for ARCH(∞) models
2007 J., Hidalgo; Zaffaroni, Paolo
Estimating and forecasting volatility with large scale models: theoretical appraisal of professionals’ practice
2008 Zaffaroni, Paolo
Can aggregation explain the persistence of inflation?
2009 Filippo, Altissimo; Mojonb, Benoit; Zaffaroni, Paolo
Model averaging in risk management with an application to futures marketsstar
2009 M., HASHEM PESARAN; Christoph, Schleicher; Zaffaroni, Paolo
Whittle estimation of EGARCH and other exponential volatility models
2009 Zaffaroni, Paolo
One sided generalised dynamic factor models: estimation.
2011 M., Forni; M., Hallin; M., Lippi; Zaffaroni, Paolo
Long Memory Affine Term Structure Models
2012 A., Golinski; Zaffaroni, Paolo
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
2013 Marco, Avarucci; Eric, Beutner; Zaffaroni, Paolo
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
2015 Mario, Forni; Marc, Hallin; Marco, Lippi; Zaffaroni, Paolo
Long memory affine term structure models
2016 Goliński, Adam; Zaffaroni, Paolo
Dynamic factor models with infinite-dimensional factor space. Asymptotic analysis
2017 Forni, M.; Hallin, M.; Lippi, M.; Zaffaroni, P.
Asymptotic theory for spectral density estimates of general multivariate time series
2018 Wu, W. B.; Zaffaroni, P.
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile