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2020 – today
- 2023
[j11]Simon A. Broda
, Marc S. Paolella:
ARCHModels.jl: Estimating ARCH Models in Julia. J. Stat. Softw. 107(5) (2023)
2010 – 2019
- 2019
- [j10]Jeffrey Näf, Marc S. Paolella, Pawel Polak:
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. J. Multivar. Anal. 172: 84-106 (2019) - 2018
- [p1]Marc S. Paolella, Pawel Polak:
COBra: Copula-Based Portfolio Optimization. Predictive Econometrics and Big Data 2018: 36-77 - 2012
- [j9]David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - 2010
- [j8]David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk:
The Fifth Special Issue on Computational Econometrics. Comput. Stat. Data Anal. 54(11): 2359 (2010)
2000 – 2009
- 2009
- [j7]Simon A. Broda, Marc S. Paolella:
Evaluating the density of ratios of noncentral quadratic forms in normal variables. Comput. Stat. Data Anal. 53(4): 1264-1270 (2009) - [j6]Markus Haas, Stefan Mittnik, Marc S. Paolella:
Asymmetric multivariate normal mixture GARCH. Comput. Stat. Data Anal. 53(6): 2129-2154 (2009) - 2007
- [j5]Simon A. Broda, Marc S. Paolella:
Saddlepoint approximations for the doubly noncentral t. Comput. Stat. Data Anal. 51(6): 2907-2918 (2007) - [j4]Simon A. Broda, Kai Carstensen, Marc S. Paolella:
Bias-adjusted estimation in the ARX(1) model. Comput. Stat. Data Anal. 51(7): 3355-3367 (2007) - 2006
- [j3]Christoph Hartz, Stefan Mittnik, Marc S. Paolella:
Accurate value-at-risk forecasting based on the normal-GARCH model. Comput. Stat. Data Anal. 51(4): 2295-2312 (2006) - 2003
- [j2]Marc S. Paolella:
Computing moments of ratios of quadratic forms in normal variables. Comput. Stat. Data Anal. 42(3): 313-331 (2003) - 2002
- [j1]Ronald W. Butler, Marc S. Paolella:
Calculating the density and distribution function for the singly and doubly noncentral F. Stat. Comput. 12(1): 9-16 (2002)
Coauthor Index
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