The following pages link to Paolo Zaffaroni (Q278250):
Displayed 21 items.
- Aggregation and memory of models of changing volatility (Q278251) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
- Long memory affine term structure models (Q898585) (← links)
- Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Dynamic factor models with infinite-dimensional factor spaces: one-sided representations (Q2343813) (← links)
- Dynamic factor models with infinite-dimensional factor space: asymptotic analysis (Q2397725) (← links)
- Contemporaneous aggregation of linear dynamic models in large economies (Q2439052) (← links)
- Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models (Q2500446) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022) (← links)
- Large-scale volatility models: theoretical properties of professionals’ practice (Q3552839) (← links)
- (Q4407616) (← links)
- STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249) (← links)
- (Q5149180) (← links)
- (Q5149181) (← links)
- Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
- (Q5688319) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
- Robust Estimation of Large Panels with Factor Structures (Q6144755) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)