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M

Marc S. Paolella

swiss finance institute (sfi)

27H指数
134论文数
2.5K被引数
收录论文 8
发表时间
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ARCHModels.jl: Estimating ARCH Models in JuliaARCHModels.jl: 在Julia中估计ARCH模型
errJOURNAL OF STATISTICAL SOFTWARE
IF8.1
err2023-01-01
err0
errOAAI
errBroda, Simon A.; Paolella, Marc S.
err分享
err收藏
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
errJOURNAL OF BANKING & FINANCE
IF3.8
err2021-04-01
err15
PREAI
errPaolella, Marc S.; Polak, Pawel; Walker, Patrick S.
err分享
err收藏
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
errJOURNAL OF ECONOMETRICS
IF4
err2019-12-01
err12
PREAI
errPaolella, Marc S.; Polak, Pawel; Walker, Patrick S.
err分享
err收藏
COMFORT: A common market factor non-Gaussian returns model
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err20
errOAAI
errPaolella, Marc S.; Polak, Pawel
err分享
err收藏
Time-varying mixture GARCH models and asymmetric volatility
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2013-12-01
err20
PREAI
errHaas, Markus; Krause, Jochen; Paolella, Marc S.; Steude, Sven C.
err分享
err收藏
Stable mixture GARCH models稳定混合GARCH模型
errJOURNAL OF ECONOMETRICS
IF4
err2013-02-01
err31
errOAAI
errBroda, Simon A.; Haas, Markus; Krause, Jochen; Paolella, Marc S.; Steude, Sven C.
err分享
err收藏
Latest developments on heavy-tailed distributions
errJOURNAL OF ECONOMETRICS
IF4
err2013-02-01
err1
PREAI
errPaolella, Marc; Renault, Eric; Samorodnitsky, Gennady; Veredas, David
err分享
err收藏
An econometric analysis of emission allowance prices排放配额价格的计量分析
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-10-01
err218
errOAAI
errPaolella, Marc S.; Taschini, Luca
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
É
Éric Renault
H 指数: 36 · 论文数: 182
G
Gennady Samorodnitsky
H 指数: 34 · 论文数: 337
D
David Veredas
H 指数: 24 · 论文数: 156
L
Luca Taschini
H 指数: 18 · 论文数: 98
M
Markus Haas
H 指数: 13 · 论文数: 50
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