재정 지원 요구사항을 통해 공개된 자료 - Paolo Zaffaroni자세히 알아보기
제공된 곳이 없음: 2
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models
M Avarucci, E Beutner, P Zaffaroni
Econometric Theory 29 (3), 545-566, 2013
재정 지원 요구사항 정책: UK Economic and Social Research Council
Dissecting anomalies in conditional asset pricing
V Raponi, P Zaffaroni
IESE Business School Working Paper, 2023
재정 지원 요구사항 정책: European Commission
제공된 곳이 있음: 8
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations
M Forni, M Hallin, M Lippi, P Zaffaroni
Journal of econometrics 185 (2), 359-371, 2015
재정 지원 요구사항 정책: German Research Foundation, UK Economic and Social Research Council …
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
M Forni, M Hallin, M Lippi, P Zaffaroni
Journal of Econometrics 199 (1), 74-92, 2017
재정 지원 요구사항 정책: UK Economic and Social Research Council, Government of Italy
Robust portfolio choice
V Raponi, R Uppal, P Zaffaroni
Available at SSRN 3933063, 2021
재정 지원 요구사항 정책: European Commission
The main business cycle shock (s): Frequency-band estimation of the number of dynamic factors
M Avarucci, M Cavicchioli, M Forni, P Zaffaroni
CEPR Discussion Paper No. DP17281, 2022
재정 지원 요구사항 정책: Government of Italy
One-sided representations of generalized dynamic factor models
M Forni, M Hallin, M Lippi, P Zaffaroni
DSS Empirical Economics and Econometrics Working Papers Series, 2011
재정 지원 요구사항 정책: German Research Foundation
Eigenvalue Ratio Estimators for the Number of Common Factors
M Cavicchioli, M Forni, M Lippi, P Zaffaroni
CEPR Discussion Paper No. DP11440, 2016
재정 지원 요구사항 정책: Government of Italy
Dynamic factor model with infinite dimensional factor space: estimation
M Forni, M Hallin, M Lippi, P Zaffaroni
EIEF Working Paper, 2014
재정 지원 요구사항 정책: Australian Research Council, German Research Foundation, UK Economic and …
Eigenvalue Ratio Estimators for the Number of Dynamic Factors
M Cavicchioli, M Forni, M Lippi, P Zaffaroni
RECENT WORKING PAPER SERIES, 2016
재정 지원 요구사항 정책: Government of Italy
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