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Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo - In: Journal of econometrics 120 (2004) 1, pp. 75-102
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001998874
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Aggregation and memory of models of changing volatility
Zaffaroni, Paolo - In: Journal of econometrics 136 (2007) 1, pp. 237-249
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003401656
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Whittle estimation of EGARCH and other exponential volatility models
Zaffaroni, Paolo - In: Journal of econometrics 151 (2009) 2, pp. 190-200
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003877967
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Contemporaneous aggregation of linear dynamic models in large economies
Zaffaroni, Paolo - In: Journal of econometrics 120 (2004) 1, pp. 75-102
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006757761
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Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo; d'Italia, Banca - In: Journal of econometrics 115 (2003) 2, pp. 199-258
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001768297
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A goodness-of-fit test for models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 973-1013
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007859764
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A goodness-of-fit test for ARCH models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 835-875
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007859768
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Aggregation and memory of models of changing volatility
Zaffaroni, Paolo - In: Journal of econometrics 136 (2007) 1, pp. 237-250
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007391031
Cover Image
Whittle estimation of EGARCH and other exponential volatility models
Zaffaroni, Paolo - In: Journal of econometrics 151 (2009) 2, pp. 190-201
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008899320
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Whittle estimation of EGARCH and other exponential volatility models
Zaffaroni, Paolo - In: Journal of econometrics 151 (2009) 2, pp. 190
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008280352