@article{publication-9253, author={Paolella, Marc S and Polak, Pawel}, doi={10.1016/j.iref.2015.02.025}, issn={1059-0560}, journal={International Review of Economics and Finance}, number={10-27}, pages={282-297}, publisher={Elsevier}, title={ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails}, volume=40, year=2015, }