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Contributions published at Empirical Finance (Marc Paolella)
| Contribution | |
|---|---|
Stefan Mittnik, Marc Paolella, Conditional density and value-at-risk prediciton of Asian currency exchange rates, Journal of Forecasting, Vol. 19 (4), 2000. (Journal Article) |
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| Stefan Mittnik, Marc Paolella, Svetlozar T Rachev, Diagnosing and treating the fat tails in financial returns data, Journal of Empirical Finance, Vol. 7 (3-4), 2000. (Journal Article) |
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| Stefan Mittnik, Marc Paolella, A simple estimator for the characteristic exponent of the stable paretian distribution, Mathematical and Computer Modelling, Vol. 29 (10-12), 1999. (Journal Article) |
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| Marc Paolella, Stefan Mittnik, S Rachev, Stable Paretian Modeling in Finance: Some Empirical and Theoretical Aspects, In: A Practical Guide to Heavy Tailed Data, Birkhäuser, Bosotn, p. 79 - 93, 1998. (Book Chapter) |
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| Stefan Mittnik, Marc Paolella, Svetlozar T Rachev, A tail estimator for the index of the stable paretian distribution, Communications in Statistics. Theory and Methods, Vol. 27 (5), 1998. (Journal Article) |
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| Stefan Mittnik, Marc Paolella, Svetlozar T Rachev, Unconditional and conditional distributional models for the Nikkei index, Asia - Pacific Financial Markets, Vol. 5 (2), 1998. (Journal Article) |
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| Marc Paolella, R W Butler, Approximate distributions for the various serial correlograms, Bernoulli, Vol. 4 (4), 1998. (Journal Article) |