Narrow search
Showing 1 - 8 of 8
Cover Image
Stable mixture GARCH models
Broda, Simon A.; Haas, Markus; Krause, Jochen; … - In: Journal of econometrics 172 (2013) 2, pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Cover Image
Stable mixture GARCH models
Broda, Simon A.; Haas, Markus; Krause, Jochen; … - In: Journal of econometrics 172 (2013) 2, pp. 292-306
Persistent link: https://www.econbiz.de/10010063356
Cover Image
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
Cover Image
Stationary of stable power-GARCH processes
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. - In: Journal of econometrics 106 (2002) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
Cover Image
Latest developments on heavy-tailed distributions
Paolella, Marc S. (contributor) - 2013
Persistent link: https://www.econbiz.de/10009706160
Cover Image
Editorial: Latest developments on heavy-tailed distributions
Paolella, Marc S.; Renault, Eric; Samorodnitsky, Gennady; … - In: Journal of econometrics 172 (2013) 2, pp. 183-185
Persistent link: https://www.econbiz.de/10009706211
Cover Image
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
Cover Image
Stationarity of stable power-GARCH processes
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. - In: Journal of econometrics 106 (2002) 1, pp. 97-108
Persistent link: https://www.econbiz.de/10006770265