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Nonlinear long memory models with applications in finance
Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10001397476
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Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio - 1999
Persistent link: https://www.econbiz.de/10001425094
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Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio - 1998
Persistent link: https://www.econbiz.de/10000997472
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Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio - 2004
Persistent link: https://www.econbiz.de/10002006736
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Cross-sectional heterogeneity and the persistence of aggregate fluctuations
Michelacci, Claudio - In: Journal of monetary economics 51 (2004) 7, pp. 1321-1352
Persistent link: https://www.econbiz.de/10002388569
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
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Modelling nonlinearity and long memory in time series
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000955132
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Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1996
Persistent link: https://www.econbiz.de/10000985327
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The long range dependence paradigm for macroeconomics and finance
Henry, Marc (contributor); Zaffaroni, Paolo (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655532
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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://www.econbiz.de/10009778514