Intermediate probability: a computational approach. Zbl 1149.60002
Paolella, Marc S. |
|
2007
|
Value-at-risk prediction: a comparison of alternative strategies. Zbl 1418.91609
Kuester, Keith; Mittnik, Stefan; Paolella, Marc S. |
|
2007
|
Stable Paretian modeling in finance: Some empirical and theoretical aspects. Zbl 0926.91023
Mittnik, Stefan; Rachev, Svetlozar T.; Paolella, Marc S. |
|
1998
|
Stationarity of stable power-GARCH processes. Zbl 1043.62074
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. |
|
2002
|
Asymmetric multivariate normal mixture GARCH. Zbl 1453.62101
Haas, Markus; Mittnik, Stefan; Paolella, Marc S. |
|
2009
|
Unconditional and conditional distributional models for the Nikkei index. Zbl 1153.91721
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. |
|
1998
|
Accurate value-at-risk forecasting based on the normal-GARCH model. Zbl 1157.62504
Hartz, Christoph; Mittnik, Stefan; Paolella, Marc |
|
2006
|
Testing the stable Paretian assumption. Zbl 1003.62071
Paolella, M. S. |
|
2001
|
Stable mixture GARCH models. Zbl 1443.62336
Broda, Simon A.; Haas, Markus; Krause, Jochen; Paolella, Marc S.; Steude, Sven C. |
|
2013
|
Bias-adjusted estimation in the ARX(1) model. Zbl 1161.62323
Broda, Simon; Carstensen, Kai; Paolella, Marc S. |
|
2007
|
Computing moments of ratios of quadratic forms in normal variables. Zbl 1429.62030
Paolella, Marc S. |
|
2003
|
A tail estimator for the index of the stable Paretian distribution. Zbl 0908.62018
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. |
|
1998
|
Uniform saddlepoint approximations for ratios of quadratic forms. Zbl 1155.62009
Butler, Ronald W.; Paolella, Marc S. |
|
2008
|
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. Zbl 1415.60021
Näf, Jeffrey; Paolella, Marc S.; Polak, Paweł |
|
2019
|
COMFORT: a common market factor non-Gaussian returns model. Zbl 1337.62331
Paolella, Marc S.; Polak, Paweł |
|
2015
|
Linear models and time-series analysis. Regression, ANOVA, ARMA and GARCH. Zbl 1409.62002
Paolella, Marc S. |
|
2019
|
A simple estimator for the characteristic exponent of the stable Paretian distribution. Zbl 0990.62021
Mittnik, S.; Paolella, M. S. |
|
1999
|
Saddlepoint approximation and bootstrap inference for the Satterthwaite class of ratios. Zbl 1048.62033
Butler, Ronald W.; Paolella, Marc S. |
|
2002
|
Approximate distributions for the various serial correlograms. Zbl 1066.62504
Butler, Ronald W.; Paolella, Marc S. |
|
1998
|
Calculating the density and distribution function for the singly and doubly noncentral \(F\). Zbl 1247.62044
Butler, Ronald W.; Paolella, Marc S. |
|
2002
|
Saddlepoint approximations for the doubly noncentral \(t\) distribution. Zbl 1161.62315
Broda, Simon; Paolella, Marc S. |
|
2007
|
Assessing and improving the performance of nearly efficient unit root tests in small samples. Zbl 1168.62079
Broda, Simon; Carstensen, Kai; Paolella, Marc S. |
|
2009
|
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. Zbl 1456.62254
Paolella, Marc S.; Polak, Paweł; Walker, Patrick S. |
|
2019
|
The fifth special issue on computational econometrics. Zbl 1284.00065
|
|
2010
|
Fundamental statistical inference. A computational approach. Zbl 1407.62005
Paolella, Marc S. |
|
2018
|
Evaluating the density of ratios of noncentral quadratic forms in normal variables. Zbl 1452.62037
Broda, S.; Paolella, M. S. |
|
2009
|
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. Zbl 1415.60021
Näf, Jeffrey; Paolella, Marc S.; Polak, Paweł |
|
2019
|
Linear models and time-series analysis. Regression, ANOVA, ARMA and GARCH. Zbl 1409.62002
Paolella, Marc S. |
|
2019
|
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. Zbl 1456.62254
Paolella, Marc S.; Polak, Paweł; Walker, Patrick S. |
|
2019
|
Fundamental statistical inference. A computational approach. Zbl 1407.62005
Paolella, Marc S. |
|
2018
|
COMFORT: a common market factor non-Gaussian returns model. Zbl 1337.62331
Paolella, Marc S.; Polak, Paweł |
|
2015
|
Stable mixture GARCH models. Zbl 1443.62336
Broda, Simon A.; Haas, Markus; Krause, Jochen; Paolella, Marc S.; Steude, Sven C. |
|
2013
|
The fifth special issue on computational econometrics. Zbl 1284.00065
|
|
2010
|
Asymmetric multivariate normal mixture GARCH. Zbl 1453.62101
Haas, Markus; Mittnik, Stefan; Paolella, Marc S. |
|
2009
|
Assessing and improving the performance of nearly efficient unit root tests in small samples. Zbl 1168.62079
Broda, Simon; Carstensen, Kai; Paolella, Marc S. |
|
2009
|
Evaluating the density of ratios of noncentral quadratic forms in normal variables. Zbl 1452.62037
Broda, S.; Paolella, M. S. |
|
2009
|
Uniform saddlepoint approximations for ratios of quadratic forms. Zbl 1155.62009
Butler, Ronald W.; Paolella, Marc S. |
|
2008
|
Intermediate probability: a computational approach. Zbl 1149.60002
Paolella, Marc S. |
|
2007
|
Value-at-risk prediction: a comparison of alternative strategies. Zbl 1418.91609
Kuester, Keith; Mittnik, Stefan; Paolella, Marc S. |
|
2007
|
Bias-adjusted estimation in the ARX(1) model. Zbl 1161.62323
Broda, Simon; Carstensen, Kai; Paolella, Marc S. |
|
2007
|
Saddlepoint approximations for the doubly noncentral \(t\) distribution. Zbl 1161.62315
Broda, Simon; Paolella, Marc S. |
|
2007
|
Accurate value-at-risk forecasting based on the normal-GARCH model. Zbl 1157.62504
Hartz, Christoph; Mittnik, Stefan; Paolella, Marc |
|
2006
|
Computing moments of ratios of quadratic forms in normal variables. Zbl 1429.62030
Paolella, Marc S. |
|
2003
|
Stationarity of stable power-GARCH processes. Zbl 1043.62074
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. |
|
2002
|
Saddlepoint approximation and bootstrap inference for the Satterthwaite class of ratios. Zbl 1048.62033
Butler, Ronald W.; Paolella, Marc S. |
|
2002
|
Calculating the density and distribution function for the singly and doubly noncentral \(F\). Zbl 1247.62044
Butler, Ronald W.; Paolella, Marc S. |
|
2002
|
Testing the stable Paretian assumption. Zbl 1003.62071
Paolella, M. S. |
|
2001
|
A simple estimator for the characteristic exponent of the stable Paretian distribution. Zbl 0990.62021
Mittnik, S.; Paolella, M. S. |
|
1999
|
Stable Paretian modeling in finance: Some empirical and theoretical aspects. Zbl 0926.91023
Mittnik, Stefan; Rachev, Svetlozar T.; Paolella, Marc S. |
|
1998
|
Unconditional and conditional distributional models for the Nikkei index. Zbl 1153.91721
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. |
|
1998
|
A tail estimator for the index of the stable Paretian distribution. Zbl 0908.62018
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. |
|
1998
|
Approximate distributions for the various serial correlograms. Zbl 1066.62504
Butler, Ronald W.; Paolella, Marc S. |
|
1998
|