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~person:"Paolella, Marc S."
~person:"Taschini, Luca"
~subject:"Geldpolitik"
~subject:"Theory"
~subject:"United States"
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Paolella, Marc S.
Taschini, Luca
Mittnik, Stefan
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ECONIS (ZBW)
16
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1
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
2
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
Saved in:
3
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
8
On median unbiased inference for first order autoregressive models
Carstensen, Kai
;
Paolella, Marc S.
- In:
Contributions to modern econometrics : from data …
,
(pp. 23-38)
.
2002
Persistent link: https://www.econbiz.de/10001905011
Saved in:
9
Assessing and improving the performance of nearly efficient unit root tests in small samples
Broda, Simon
;
Carstensen, Kai
;
Paolella, Marc S.
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 468-494
Persistent link: https://www.econbiz.de/10003873093
Saved in:
10
Chicago: a fast and accurate method for portfolio risk calculation
Broda, Simon A.
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 412-436
Persistent link: https://www.econbiz.de/10003907527
Saved in:
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