Marc S. Paolella

12 papers Journal 11
YearRankTypeTitle / Venue / Authors
2023 J jnl
ARCHModels.jl: Estimating ARCH Models in
J. Stat. Softw.
Simon A. Broda, Marc S. Paolella
2019 J jnl
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition.
J. Multivar. Anal.
Jeffrey Näf, Marc S. Paolella, Pawel Polak
2018 — ch.
COBra: Copula-Based Portfolio Optimization.
Predictive Econometrics and Big Data
Marc S. Paolella, Pawel Polak
2012 J jnl
The Annals of Computational and Financial Econometrics, first issue.
Comput. Stat. Data Anal.
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
2010 J jnl
The Fifth Special Issue on Computational Econometrics.
Comput. Stat. Data Anal.
David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk
2009 J jnl
Asymmetric multivariate normal mixture GARCH.
Comput. Stat. Data Anal.
Markus Haas, Stefan Mittnik, Marc S. Paolella
2009 J jnl
Evaluating the density of ratios of noncentral quadratic forms in normal variables.
Comput. Stat. Data Anal.
Simon A. Broda, Marc S. Paolella
2007 J jnl
Bias-adjusted estimation in the ARX(1) model.
Comput. Stat. Data Anal.
Simon A. Broda, Kai Carstensen, Marc S. Paolella
2007 J jnl
Saddlepoint approximations for the doubly noncentral t.
Comput. Stat. Data Anal.
Simon A. Broda, Marc S. Paolella
2006 J jnl
Accurate value-at-risk forecasting based on the normal-GARCH model.
Comput. Stat. Data Anal.
Christoph Hartz, Stefan Mittnik, Marc S. Paolella
2003 J jnl
Computing moments of ratios of quadratic forms in normal variables.
Comput. Stat. Data Anal.
Marc S. Paolella
2002 J jnl
Calculating the density and distribution function for the singly and doubly noncentral F.
Stat. Comput.
Ronald W. Butler, Marc S. Paolella