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Le parità internazionali : verifica empirica ed implicazioni nel caso dello SME
Zaffaroni, Paolo - In: Annali della Fondazione Luigi Einaudi onlus 27 (1994), pp. 103-152
Persistent link: https://www.econbiz.de/10001178208
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M. Hashem - 1983
Persistent link: https://www.econbiz.de/10000012596
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Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000964422
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Beta convergence
Michelacci, Claudio; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000965945
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Aggregation of simple linear dynamics : exact asymptotic results
Lippi, Marco; Zaffaroni, Paolo - 1998
Persistent link: https://www.econbiz.de/10000986058
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(Fractional) beta convergence
Michelacci, Claudio; Zaffaroni, Paolo - In: Journal of monetary economics 45 (2000) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10001445796
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(Fractional) beta convergence
Michelacci, Claudio; Zaffaroni, Paolo - 1998
Persistent link: https://www.econbiz.de/10000996557
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Frequency-band estimation of the number of factors detecting the main business cycle shocks
Avarucci, Marco; Cavicchiol, Maddalena; Forni, Mario; … - 2022
Persistent link: https://www.econbiz.de/10013466051
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Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena; Forni, Mario; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011544556
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Testing beta-pricing models using large cross-sections
Raponi, Valentina; Robotti, Cesare; Zaffaroni, Paolo - In: The review of financial studies 33 (2020) 6, pp. 2796-2842
Persistent link: https://www.econbiz.de/10012244829