Regular biography
Paolo Zaffaroni is a Professor of Financial Econometrics at Imperial College London, affiliated with the Business School (BUS). His research focuses on financial econometrics, though specific details are not provided. He maintains a profile page at https://profiles.imperial.ac.uk/p.zaffaroni, where further information may be found.
Scholar-generated biography
Paolo Zaffaroni is a Professor of Financial Econometrics with expertise in econometric theory, financial econometrics, asset pricing, and portfolio choice. His research focuses on dynamic factor models, long-range dependence, and the aggregation of linear and nonlinear models in large economies. He investigates the implications of aggregation for inflation persistence and volatility modeling, with applications to risk management and asset pricing. His work includes the analysis of ARCH (∞) models, stochastic volatility, and spectral density estimation in multivariate time series. Zaffaroni's research bridges theoretical econometrics with practical applications in financial markets, emphasizing the role of nonlinearity and long memory in economic data.