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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Paolella, Marc S."
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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Paolella, Marc S.
Todorov, Viktor
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Journal of econometrics
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
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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
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Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
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