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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~person:"Paolella, Marc S."
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Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
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Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
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