Paolo Zaffaroni

Available identifiers

zbMath Open zaffaroni.paoloMaRDI QIDQ278250

List of research outcomes

Publication	Date of Publication	Type
Inferential theory for generalized dynamic factor models	2024-03-06	Paper
Robust Estimation of Large Panels with Factor Structures	2024-01-08	Paper
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations	2021-02-06	Paper
Dynamic factor models with infinite-dimensional factor spaces: asymptotic analysis	2021-02-06	Paper
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis	2017-05-23	Paper
Whittle estimation of EGARCH and other exponential volatility models	2016-07-18	Paper
A goodness-of-fit test for ARCH(\(\infty\)) models	2016-05-27	Paper
A goodness-of-fit test for ARCH(\(\infty\)) models	2016-05-27	Paper
Aggregation and memory of models of changing volatility	2016-05-02	Paper
Long memory affine term structure models	2015-12-18	Paper
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations	2015-05-06	Paper
Contemporaneous aggregation of linear dynamic models in large economies	2014-03-07	Paper
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models	2013-08-22	Paper
Large-scale volatility models: theoretical properties of professionals’ practice	2010-04-22	Paper
Contemporaneous aggregation of GARCH processes	2007-12-16	Paper
Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models	2006-08-24	Paper
STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS	2004-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q4407616	2003-12-15	Paper
Gaussian inference on certain long-range dependent volatility models	2003-08-07	Paper
Nonlinear time series with long memory: A model for stochastic volatility	2000-06-13	Paper
https://portal.mardi4nfdi.de/entity/Q5688319	1997-03-11	Paper

Research outcomes over time

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