Catalogo dei prodotti della ricerca

ZAFFARONI, Paolo
 Distribuzione geografica
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Continente #
NA - Nord America 1.120
EU - Europa 249
AS - Asia 121
AF - Africa 7
SA - Sud America 5
Totale 1.502
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Nazione #
US - Stati Uniti d'America 1.115
IT - Italia 75
SG - Singapore 70
UA - Ucraina 65
SE - Svezia 60
IN - India 38
FI - Finlandia 18
GB - Regno Unito 12
CN - Cina 10
DE - Germania 7
CI - Costa d'Avorio 6
AR - Argentina 5
IE - Irlanda 5
CA - Canada 4
CH - Svizzera 3
HK - Hong Kong 3
BE - Belgio 2
ES - Italia 1
MX - Messico 1
NL - Olanda 1
TG - Togo 1
Totale 1.502
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Città #
Fairfield 207
Woodbridge 170
Houston 83
Ashburn 82
Cambridge 65
Seattle 64
Wilmington 61
Chandler 60
Singapore 54
Rome 40
Ann Arbor 32
Jacksonville 28
Santa Clara 24
Princeton 22
Plano 18
Boston 15
Lawrence 15
San Diego 13
San Paolo di Civitate 8
Millbury 7
Abidjan 6
Beijing 6
Des Moines 6
Dublin 5
Federal 5
London 5
Nettuno 4
Andover 3
Bern 3
Norwalk 3
Toronto 3
Brussels 2
Bühl 2
Falkenstein 2
Hong Kong 2
Mannheim 2
Wandsworth 2
Arnsberg 1
Bari 1
Boardman 1
Changsha 1
Chicago 1
Dalmine 1
East Ham 1
Gurugram 1
Hendon 1
Las Vegas 1
Lomé 1
Los Angeles 1
Milan 1
Nanjing 1
Ondárroa 1
Ottawa 1
Palermo 1
Portland 1
Prineville 1
Redmond 1
Riva 1
San Mateo 1
Southend 1
Woking 1
Yellow Springs 1
Totale 1.154
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Nome #
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS 86
Estimating and forecasting volatility with large scale models: theoretical appraisal of professionals’ practice 86
Aggregation and memory of models of changing volatility 86
Gaussian inference on certain long-range dependent volatility models 84
Nonlinear time series with long memory: a model for stochastic volatility 82
(Fractional) Beta convergence 82
null 81
Long memory affine term structure models 79
Contemporaneous aggregation of linear dynamic models in large economies 79
Can aggregation explain the persistence of inflation? 79
Pseudo-maximum likelihood estimation of ARCH(1) models 73
Contemporaneous aggregation of GARCH processes 68
A goodness-of-fit test for ARCH(∞) models 63
Whittle estimation of EGARCH and other exponential volatility models 61
Long Memory Affine Term Structure Models 60
Asymptotic theory for spectral density estimates of general multivariate time series 58
Dynamic factor models with infinite-dimensional factor space. Asymptotic analysis 54
Testing beta-pricing models using large cross-sections 51
Stationarity and memory of ARCH(1) models 47
One sided generalised dynamic factor models: estimation. 46
Model averaging in risk management with an application to futures marketsstar 44
Inferential theory for generalized dynamic factor models 33
Robust Estimation of Large Panels with Factor Structures 21
null 14
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations 11
Comment on. Identification robust testing of risk premia in finite samples 4
null 4
Totale 1.536
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Categoria #
all - tutte 3.908
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 3.908
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020194 0 0 0 0 0 31 34 42 34 18 11 24
2020/2021207 14 21 7 35 29 7 0 12 19 36 26 1
2021/2022231 0 18 24 1 26 8 7 23 22 13 45 44
2022/2023234 39 61 25 7 19 33 5 8 24 0 12 1
2023/2024111 10 17 12 4 9 3 3 9 4 8 11 21
2024/202590 4 6 25 7 24 24 0 0 0 0 0 0
Totale 1.536