Paolo Zaffaroni - Concepedia

Author

Paolo Zaffaroni

Imperial College London ORCID

Also Known As

P. Zaffaroni, PETER M. ROBINSON, Paolo Zaffaroni, ZAFFARONI, Paolo, Zaffaroni, Paolo

Publications

1.8K

Citations

H-Index

Concepts

All Affiliations

Imperial College London Sapienza University of Rome Bank of Italy University of Southern California University of Cambridge

About

Paolo Zaffaroni is an author at Imperial College London specializing in business, statistics, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	13	737
2	Engineering	7	7	233
3	Management	5	5	160
4	Social Sciences	1	1	42
5	Accounting	1	1	63

Paolo Zaffaroni

Publications

1.5K

Citations

H-Index

Page 1

	Year	Citations
Contemporaneous aggregation of linear dynamic models in large economies Paolo Zaffaroni Journal of Econometrics Contemporaneous AggregationEconomicsDynamic Economic ModelMacroeconomicsBusiness	2003	195
(Fractional) beta convergence Claudio Michelacci, Paolo Zaffaroni Journal of Monetary Economics Fractional-order SystemBeta ConvergenceApproximation TheoryContinued FractionFractional Dynamic	2000	141
Dynamic factor models with infinite-dimensional factor spaces: One-sided representations Mario Forni, Marc Hallin, Marco Lippi, Journal of Econometrics Latent ModelingMatrix FactorizationRepresentation TheoryInfinite Dimensional ProblemFunctional Data Analysis	2014	123
Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis Mario Forni, Marc Hallin, Marco Lippi, Journal of Econometrics Infinite Dimensional AnalysisLatent ModelingFactor AnalysisInfinite Dimensional ProblemDynamic Factor Models	2017	103
Can aggregation explain the persistence of inflation? Filippo Altissimo, Benoı̂t Mojon, Paolo Zaffaroni Journal of Monetary Economics EconomicsMacroeconomicsBusinessEconomic AnalysisEconomic Fluctuation	2009	96
The long range dependence paradigm for macroeconomics and finance Marc Henry, Paolo Zaffaroni Columbia Academic Commons (Columbia University) Dynamic Economic ModelVolatility ModelingEconomicsFinancial EconomicsAsset Pricing	2002	85
Model averaging in risk management with an application to futures marketsstar M. Hashem Pesaran, Christoph Schleicher, Paolo Zaffaroni IRIS Research product catalog (Sapienza University of Rome)	2009	80
Testing Beta-Pricing Models Using Large Cross-Sections Valentina Raponi, Cesare Robotti, Paolo Zaffaroni Review of Financial Studies Empirical FinanceAsset AllocationInternet AppendixMarket DesignPricing Policy	2019	63
Nonlinear time series with long memory: a model for stochastic volatility Peter M. Robinson, Paolo Zaffaroni Journal of Statistical Planning and Inference Volatility ModelingMultivariate Stochastic VolatilityEngineeringAsset PricingBusiness	1998	59
Aggregation and memory of models of changing volatility Paolo Zaffaroni Journal of Econometrics Volatility ModelingStatisticsAsset PricingBusiness	2006	55

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