|
 | Up a level |
Hidalgo, Javier and Zaffaroni, Paolo (2007) A goodness-of-fit test for ARCH(∞)(∞) models. Journal of Econometrics, 141 (2). pp. 835-875. ISSN 0304-4076
Robinson, Peter M. and Zaffaroni, Paolo (2005) Pseudo-maximum likelihood estimation of ARCH(∞) models. Econometrics (EM/2005/495). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Zaffaroni, Paolo (2000) Stationarity and memory of ARCH models. EM (383). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Zaffaroni, Paolo (2000) Contemporaneous aggregation of GARCH processes. EM (378). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Lippi, Marco and Zaffaroni, Paolo (1998) Aggregation of simple linear dynamics: exact asymptotic results. EM (350). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter M. and Zaffaroni, Paolo (1997) Modelling nonlinearity and long memory in time series. Econometrics; EM/1997/319 (EM/1997/319). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter and Zaffaroni, Paolo (1997) Nonlinear time series with long memory : a model for stochastic volatility. Econometrics; EM/1997/320 (EM/1997/320). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
