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Theory and Methods - Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios
Butler, Ronald W.; Paolella, Marc S. - In: Journal of the American Statistical Association : JASA 97 (2002) 459, pp. 836-846
Persistent link: https://www.econbiz.de/10006615678
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Modeling Higher Frequency Macroeconomic Data: An Application to German Monthly Money Demand
Paolella, Marc S. - In: Applied economics quarterly 50 (2004) 2, pp. 113-138
Persistent link: https://www.econbiz.de/10007443504
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An econometric analysis of emission allowance prices
Paolella, Marc S.; Taschini, Luca - In: Journal of banking & finance 32 (2008) 10, pp. 2022-2032
Persistent link: https://www.econbiz.de/10008099636
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Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. - In: Journal of empirical finance 7 (2000) 3, pp. 389
Persistent link: https://www.econbiz.de/10007241085
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Stable mixture GARCH models
Broda, Simon A.; Haas, Markus; Krause, Jochen; … - In: Journal of econometrics 172 (2013) 2, pp. 292-306
Persistent link: https://www.econbiz.de/10010063356
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An econometric analysis of emission allowance prices
Paolella, Marc S.; Taschini, Luca - In: Journal of banking & finance 32 (2008) 10, pp. 2022-2033
Persistent link: https://www.econbiz.de/10008897710
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Modelling and predicting market risk with Laplace–Gaussian mixture distributions
Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - In: Applied financial economics 16 (2006) 15, pp. 1145
Persistent link: https://www.econbiz.de/10007629952
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Stationarity of stable power-GARCH processes
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. - In: Journal of econometrics 106 (2002) 1, pp. 97-108
Persistent link: https://www.econbiz.de/10006770265