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Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001904870
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2
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
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3
Contemporaneous aggregation of Garch processes
Zaffaroni, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001444255
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4
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:
5
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://www.econbiz.de/10003571360
Saved in:
6
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://www.econbiz.de/10003572339
Saved in:
7
Contemporaneous aggregation of GARCH processes
Zaffaroni, Paolo
-
2002
Persistent link: https://www.econbiz.de/10013439302
Saved in:
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