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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000985609
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The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan; Paolella, Marc S.; Račev, Svetlozar T. - 1998
Persistent link: https://www.econbiz.de/10001410540
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A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan - 1996
Persistent link: https://www.econbiz.de/10001410592
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Stationarity of stable GARCH processes
Mittnik, Stefan; Paolella, Marc S.; Račev, Svetlozar T. - 1999
Persistent link: https://www.econbiz.de/10001557008
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Using flexible GARCH models with asymmetric distributions
Paolella, Marc S. - 1997
Persistent link: https://www.econbiz.de/10000984446
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Calculating the density and distribution function for the singly and doubly noncentral F
Butler, Ronald W.; Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001410537
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Approximate distributions for the various serial correlograms
Butler, Ronald W. - 1996
Persistent link: https://www.econbiz.de/10001410578
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Computing the density and distribution of ratios of quadratic forms in normal variables
Butler, Ronald W.; Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001556995
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Computing moments of ratios of quadratic forms in normal variables
Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001556998