ZAFFARONI, Paolo
ZAFFARONI, Paolo
DIPARTIMENTO DI ECONOMIA E DIRITTO
(Fractional) Beta convergence
2000 Zaffaroni, Paolo; Claudio, Michelacci
A goodness-of-fit test for ARCH(∞) models
2007 J., Hidalgo; Zaffaroni, Paolo
Aggregation and memory of models of changing volatility
2007 Zaffaroni, Paolo
Asymptotic theory for spectral density estimates of general multivariate time series
2018 Wu, W. B.; Zaffaroni, P.
Can aggregation explain the persistence of inflation?
2009 Filippo, Altissimo; Mojonb, Benoit; Zaffaroni, Paolo
Comment on. Identification robust testing of risk premia in finite samples
2023 Zaffaroni, Paolo
Contemporaneous aggregation of GARCH processes
2007 Zaffaroni, Paolo
Contemporaneous aggregation of linear dynamic models in large economies
2004 Zaffaroni, Paolo
Dissecting Anomalies in Conditional Asset Pricing
2026 Zaffaroni, Paolo
Dynamic factor models with infinite-dimensional factor space. Asymptotic analysis
2017 Forni, M.; Hallin, M.; Lippi, M.; Zaffaroni, P.
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
2015 Mario, Forni; Marc, Hallin; Marco, Lippi; Zaffaroni, Paolo
Estimating and forecasting volatility with large scale models: theoretical appraisal of professionals’ practice
2008 Zaffaroni, Paolo
Factor Models for Conditional Asset Pricing
2025 Zaffaroni, Paolo
Frequency-Band Estimation of the Number of Factors
2026 Zaffaroni, Paolo
Gaussian inference on certain long-range dependent volatility models
2003 Zaffaroni, Paolo
Inferential theory for generalized dynamic factor models
2024 Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; Zaffaroni, Paolo
Long Memory Affine Term Structure Models
2012 A., Golinski; Zaffaroni, Paolo
Long memory affine term structure models
2016 Goliński, Adam; Zaffaroni, Paolo
Model averaging in risk management with an application to futures marketsstar
2009 M., HASHEM PESARAN; Christoph, Schleicher; Zaffaroni, Paolo
Nonlinear time series with long memory: a model for stochastic volatility
1998 Zaffaroni, Paolo; Robinson, P.