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~person:"Paolella, Marc S."
~subject:"Exchange rate risk"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Exchange rate risk
Prognoseverfahren
ARCH model
15
ARCH-Modell
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Statistical distribution
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Statistische Verteilung
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Theorie
7
Theory
7
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7
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Währungsrisiko
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1990-1998
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Paolella, Marc S.
Ma, Feng
61
Zhang, Yaojie
32
Gupta, Rangan
23
Liang, Chao
23
Wang, Yudong
20
Wei, Yu
18
Degiannakis, Stavros
16
Kumar, Dilip
15
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12
Molnár, Peter
12
Nonejad, Nima
12
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12
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11
Wang, Lu
11
Li, Yan
10
Wahab, M. I. M.
10
Blazsek, Szabolcs
9
Bouri, Elie
9
Chen, Cathy W. S.
9
Huang, Dengshi
9
He, Mengxi
8
McAleer, Michael
8
Wu, Chongfeng
8
Catania, Leopoldo
7
Liu, Xiaoquan
7
McMillan, David G.
7
Yin, Libo
7
Zeng, Qing
7
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6
Filis, George
6
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6
Gallo, Giampiero M.
6
Li, Xiafei
6
Liu, Li
6
Lyócsa, Štefan
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Segnon, Mawuli
6
Storti, Giuseppe
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Annals of financial economics
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
Saved in:
4
Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Saved in:
5
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 389-416
Persistent link: https://www.econbiz.de/10001558281
Saved in:
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