Zaffaroni, Paolo 1967-
Zaffaroni, Paolo
VIAF ID: 57701543 ( Personal )
Permalink: http://viaf.org/viaf/57701543
Preferred Forms
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- 100 1 _ ‡a Zaffaroni, Paolo
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- 100 1 _ ‡a Zaffaroni, Paolo ‡d 1967-
- 100 1 _ ‡a Zaffaroni, Paolo ‡d 1967-
4xx's: Alternate Name Forms (4)
5xx's: Related Names (9)
- 510 2 _ ‡a Banca d'Italia ‡b Research Department
- 510 2 _ ‡a Banca d'Italia ‡b Servizio Studi ‡e Affiliation
- 510 2 _ ‡a Federal Reserve Bank of Chicago. Research Department
- 510 2 _ ‡a Imperial College of Science, Technology and Medicine
- 510 2 _ ‡a Imperial College of Science, Technology and Medicine ‡e Affiliation
- 510 2 _ ‡a London School of Economics and Political Science
- 510 2 _ ‡a London School of Economics and Political Science ‡e Affiliation
- 510 2 _ ‡a Università degli studi di Roma "La Sapienza" ‡e Affiliation
- 510 2 _ ‡a Università degli Studi di Roma La Sapienza
Works
Title | Sources |
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Contemporaneous aggregation of GARCH processes | |
Fast micro and slow macro can aggregation explain the persistence of inflation? | |
Gaussian inference on certain long-range dependent volatility models | |
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management | |
Model averaging in risk management with an application to futures markets | |
Modelling nonlinearity and long memory in time series, 1997: | |
Optimal asset allocation with factor models for large portfolios | |
Optimality and diversifiability of mean variance and arbitrage pricing portfolios |