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type_genre:"Collection of articles of several authors"
~person:"Zaffaroni, Paolo"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Stichprobenerhebung"
~type_genre:"Article in journal"
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Zaffaroni, Paolo
Francq, Christian
18
Kumar, Dilip
14
Zakoïan, Jean-Michel
14
Maheswaran, S.
11
Linton, Oliver
8
Mykland, Per A.
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McAleer, Michael
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Paolella, Marc S.
5
Shephard, Neil G.
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Sucarrat, Genaro
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Zhu, Ke
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4
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Bollerslev, Tim
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Carnero, M. Angeles
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Huber, Martin
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Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
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
Saved in:
4
Whittle estimation of EGARCH and other exponential volatility models
Zaffaroni, Paolo
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 190-200
Persistent link: https://www.econbiz.de/10003877967
Saved in:
5
Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001904870
Saved in:
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