@article{publication-10480,
	author={Paolella, Marc S and Polak, Pawel},
	doi={10.1016/j.jeconom.2015.02.041},
	issn={0304-4076},
	journal={Journal of Econometrics},
	number=2,
	pages={593-605},
	publisher={Elsevier},
	title={COMFORT: A common market factor non-Gaussian returns model},
	volume=187,
	year=2015,
}