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Zaffaroni, Paolo
14
Altissimo, Filippo
2
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2
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2
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2
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1
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Journal of econometrics
7
Econometric theory
2
Journal of empirical finance
2
Journal of monetary economics
2
The journal of economic history
1
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OLC EcoSci
RePEc
969
ECONIS (ZBW)
72
EconStor
5
BASE
2
USB Cologne (EcoSocSci)
1
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1
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
Saved in:
2
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
Avarucci, Marco
;
Beutner, Eric
;
Zaffaroni, Paolo
- In:
Econometric theory
29
(
2012
)
3
,
pp. 545-566
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010120921
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Model averaging in risk management with an application to futures markets
Pesaran, M.Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008172658
Saved in:
6
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
Saved in:
7
STATIONARITY AND MEMORY OF ARCH((infinity)) MODELS
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006965153
Saved in:
8
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-306
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008896127
Saved in:
9
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
Saved in:
10
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
Saved in:
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