Paolo Zaffaroni

Imperial College LondonUnited Kingdom

Economics, Econometrics and Finance · Social Sciences

23h-index1.8kcitations76works2.52yr avg

Accepting Students?

No reports yet. Know if this professor is taking students?


Research Topics

Financial Risk and Volatility Modeling(35), Monetary Policy and Economic Impact(26), Complex Systems and Time Series Analysis(23), Financial Markets and Investment Strategies(18), Stochastic processes and financial applications(18)

Publications76 total

Journal of the American Statistical Association·2025· 1 citedOpen Access
Journal of Political Economy·2025· 4 cited
Oxford Research Encyclopedia of Economics and Finance·2024· 2 cited
SSRN Electronic Journal·2024· 3 citedOpen Access
Journal of Econometrics·2023· 9 citedOpen Access
SSRN Electronic Journal·2023· 2 citedOpen Access
Journal of Financial Econometrics·2022Open Access
Journal of the American Statistical Association·2022· 1 citedOpen Access
SSRN Electronic Journal·2022· 6 citedOpen Access
SSRN Electronic Journal·2022· 15 citedOpen Access
SSRN Electronic Journal·2021· 6 citedOpen Access
Review of Financial Studies·2019· 63 cited
SSRN Electronic Journal·2019· 11 citedOpen Access
SSRN Electronic Journal·2019· 1 citedOpen Access
WORLD SCIENTIFIC eBooks·2018· 14 cited
Journal of Econometrics·2017· 103 citedOpen Access
SSRN Electronic Journal·2017· 7 citedOpen Access
page 1 of 4Next →

Frequent Co-authors

M. Hashem Pesaran(8), Mario Forni(4), Marc Hallin(4), Marco Lippi(4), Peter M. Robinson(4), Valentina Raponi(4), Filippo Altissimo(3), Benoı̂t Mojon(3), Raman Uppal(3), Marc Henry(2), Christoph Schleicher(2), Cesare Robotti(2), Wei Biao Wu(2), Javier Hidalgo(2), Marco Avarucci(2), Matteo Barigozzi(2), Claudio Michelacci(1), Peter Robinson(1), Banca d’Italia(1), Daniela Stroppiana(1)