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Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo - In: Econometric theory 20 (2004) 1, pp. 147-160
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001904870
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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 Garch processes
Zaffaroni, Paolo - 2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001444255
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Stationarity and memory of ARCH models
Zaffaroni, Paolo - 2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001551010
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On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco; Beutner, Eric; Zaffaroni, Paolo - In: Econometric theory 29 (2013) 3, pp. 545-566
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009778514
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Pseudo-maximum likelihood estimation of ARCH(∞) models
Robinson, Peter M. (contributor);  … - 2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003164285
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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/10003571360
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A goodness-of-fit test for ARCH (∞) models
Hidalgo, Javier; Zaffaroni, Paolo - In: Journal of econometrics 141 (2007) 2, pp. 973-1013
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003572339
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Contemporaneous aggregation of GARCH processes
Zaffaroni, Paolo - 2002
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013439302