Paolo Zaffaroni

Latest Institution: None

All Institutions: Banca d'Italia; Imperial College London; NA


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management

Year: 2005
Journal: No Journal Matched
Authors: M. Hashem Pesaran; Paolo Zaffaroni

Dynamic Factor Models with Infinite Dimensional Factor Space: Asymptotic Analysis

Year: 2015
Journal: No Journal Matched
Authors: Mario Forni; Marc Hallin; Marco Lippi; Paolo Zaffaroni

The Main Business Cycle Shocks: Frequency-Band Estimation of the Number of Dynamic Factors

Year: 2022
Journal: No Journal Matched
Authors: Marco Avarucci; Maddalena Cavicchioli; Mario Forni; Paolo Zaffaroni


Author Disambiguation

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