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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Zaffaroni, Paolo"
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ECONIS (ZBW)
19
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1
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
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
Saved in:
4
Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao
;
Zaffaroni, Paolo
- In:
Econometric theory
34
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
Saved in:
5
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10011818962
Saved in:
6
Long memory affine term structure models
Goliński, Adam
;
Zaffaroni, Paolo
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10011594312
Saved in:
7
Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
Saved in:
8
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:
9
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://www.econbiz.de/10003839329
Saved in:
10
Can aggregation explain the persistence of inflation?
Altissimo, Filippo
;
Mojon, Benoît
;
Zaffaroni, Paolo
- In:
Journal of monetary economics
56
(
2009
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10003845457
Saved in:
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