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Paolella, Marc S.
46
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9
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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31
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
Saved in:
32
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:
33
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:
34
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
Saved in:
35
Computing moments of ratios of quadratic forms in normal variables
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001556998
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36
Testing the stable Paretian assumption
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001557006
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37
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
38
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:
39
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
40
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
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