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Paolella, Marc S.

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Author ID: paolella.marc-s Recent zbMATH articles by "Paolella, Marc S."
Published as: Padella, Marc S.; Paolella, M. S.; Paolella, Marc; Paolella, Marc S.
Documents Indexed: 29 Publications since 1998, including 3 Books

Publications by Year

Citations contained in zbMATH

24 Publications have been cited 143 times in 110 Documents Cited by Year
Intermediate probability: a computational approach. Zbl 1149.60002
Paolella, Marc S.
20
2007
Stable Paretian modeling in finance: Some empirical and theoretical aspects. Zbl 0926.91023
Mittnik, Stefan; Rachev, Svetlozar T.; Paolella, Marc S.
14
1998
Unconditional and conditional distributional models for the Nikkei index. Zbl 1153.91721
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T.
13
1998
Asymmetric multivariate normal mixture GARCH. Zbl 1453.62101
Haas, Markus; Mittnik, Stefan; Paolella, Marc S.
12
2009
Stationarity of stable power-GARCH processes. Zbl 1043.62074
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T.
12
2002
Testing the stable Paretian assumption. Zbl 1003.62071
Paolella, M. S.
10
2001
Accurate value-at-risk forecasting based on the normal-GARCH model. Zbl 1157.62504
Hartz, Christoph; Mittnik, Stefan; Paolella, Marc
8
2006
Bias-adjusted estimation in the ARX(1) model. Zbl 1161.62323
Broda, Simon; Carstensen, Kai; Paolella, Marc S.
6
2007
Computing moments of ratios of quadratic forms in normal variables. Zbl 1429.62030
Paolella, Marc S.
6
2003
Value-at-risk prediction: a comparison of alternative strategies. Zbl 1418.91609
Kuester, Keith; Mittnik, Stefan; Paolella, Marc S.
5
2007
A tail estimator for the index of the stable Paretian distribution. Zbl 0908.62018
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T.
5
1998
COMFORT: a common market factor non-Gaussian returns model. Zbl 1337.62331
Paolella, Marc S.; Polak, Paweł
4
2015
Uniform saddlepoint approximations for ratios of quadratic forms. Zbl 1155.62009
Butler, Ronald W.; Paolella, Marc S.
4
2008
Saddlepoint approximation and bootstrap inference for the Satterthwaite class of ratios. Zbl 1048.62033
Butler, Ronald W.; Paolella, Marc S.
4
2002
A simple estimator for the characteristic exponent of the stable Paretian distribution. Zbl 0990.62021
Mittnik, S.; Paolella, M. S.
4
1999
Approximate distributions for the various serial correlograms. Zbl 1066.62504
Butler, Ronald W.; Padella, Marc S.
4
1998
Saddlepoint approximations for the doubly noncentral \(t\) distribution. Zbl 1161.62315
Broda, Simon; Paolella, Marc S.
3
2007
Stable mixture GARCH models. Zbl 1443.62336
Broda, Simon A.; Haas, Markus; Krause, Jochen; Paolella, Marc S.; Steude, Sven C.
2
2013
Calculating the density and distribution function for the singly and doubly noncentral \(F\). Zbl 1247.62044
Butler, Ronald W.; Paolella, Marc S.
2
2002
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. Zbl 1415.60021
Näf, Jeffrey; Paolella, Marc S.; Polak, Paweł
1
2019
Linear models and time-series analysis. Regression, ANOVA, ARMA and GARCH. Zbl 1409.62002
Paolella, Marc S.
1
2019
Fundamental statistical inference. A computational approach. Zbl 1407.62005
Paolella, Marc S.
1
2018
The fifth special issue on computational econometrics. Zbl 1284.00065
Belsley, David A. (ed.); Duchesne, Pierre (ed.); Kapetanios, George (ed.); Kontoghiorghes, Erricos John (ed.); Paolella, Marc (ed.); Van Dijk, Herman K. (ed.)
1
2010
Assessing and improving the performance of nearly efficient unit root tests in small samples. Zbl 1168.62079
Broda, Simon; Carstensen, Kai; Paolella, Marc S.
1
2009
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. Zbl 1415.60021
Näf, Jeffrey; Paolella, Marc S.; Polak, Paweł
1
2019
Linear models and time-series analysis. Regression, ANOVA, ARMA and GARCH. Zbl 1409.62002
Paolella, Marc S.
1
2019
Fundamental statistical inference. A computational approach. Zbl 1407.62005
Paolella, Marc S.
1
2018
COMFORT: a common market factor non-Gaussian returns model. Zbl 1337.62331
Paolella, Marc S.; Polak, Paweł
4
2015
Stable mixture GARCH models. Zbl 1443.62336
Broda, Simon A.; Haas, Markus; Krause, Jochen; Paolella, Marc S.; Steude, Sven C.
2
2013
The fifth special issue on computational econometrics. Zbl 1284.00065
Belsley, David A. (ed.); Duchesne, Pierre (ed.); Kapetanios, George (ed.); Kontoghiorghes, Erricos John (ed.); Paolella, Marc (ed.); Van Dijk, Herman K. (ed.)
1
2010
Asymmetric multivariate normal mixture GARCH. Zbl 1453.62101
Haas, Markus; Mittnik, Stefan; Paolella, Marc S.
12
2009
Assessing and improving the performance of nearly efficient unit root tests in small samples. Zbl 1168.62079
Broda, Simon; Carstensen, Kai; Paolella, Marc S.
1
2009
Uniform saddlepoint approximations for ratios of quadratic forms. Zbl 1155.62009
Butler, Ronald W.; Paolella, Marc S.
4
2008
Intermediate probability: a computational approach. Zbl 1149.60002
Paolella, Marc S.
20
2007
Bias-adjusted estimation in the ARX(1) model. Zbl 1161.62323
Broda, Simon; Carstensen, Kai; Paolella, Marc S.
6
2007
Value-at-risk prediction: a comparison of alternative strategies. Zbl 1418.91609
Kuester, Keith; Mittnik, Stefan; Paolella, Marc S.
5
2007
Saddlepoint approximations for the doubly noncentral \(t\) distribution. Zbl 1161.62315
Broda, Simon; Paolella, Marc S.
3
2007
Accurate value-at-risk forecasting based on the normal-GARCH model. Zbl 1157.62504
Hartz, Christoph; Mittnik, Stefan; Paolella, Marc
8
2006
Computing moments of ratios of quadratic forms in normal variables. Zbl 1429.62030
Paolella, Marc S.
6
2003
Stationarity of stable power-GARCH processes. Zbl 1043.62074
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T.
12
2002
Saddlepoint approximation and bootstrap inference for the Satterthwaite class of ratios. Zbl 1048.62033
Butler, Ronald W.; Paolella, Marc S.
4
2002
Calculating the density and distribution function for the singly and doubly noncentral \(F\). Zbl 1247.62044
Butler, Ronald W.; Paolella, Marc S.
2
2002
Testing the stable Paretian assumption. Zbl 1003.62071
Paolella, M. S.
10
2001
A simple estimator for the characteristic exponent of the stable Paretian distribution. Zbl 0990.62021
Mittnik, S.; Paolella, M. S.
4
1999
Stable Paretian modeling in finance: Some empirical and theoretical aspects. Zbl 0926.91023
Mittnik, Stefan; Rachev, Svetlozar T.; Paolella, Marc S.
14
1998
Unconditional and conditional distributional models for the Nikkei index. Zbl 1153.91721
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T.
13
1998
A tail estimator for the index of the stable Paretian distribution. Zbl 0908.62018
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T.
5
1998
Approximate distributions for the various serial correlograms. Zbl 1066.62504
Butler, Ronald W.; Padella, Marc S.
4
1998
all top 5

Cited by 183 Authors

13 Paolella, Marc S.
7 Mittnik, Stefan
5 Rachev, Svetlozar T.
4 Broda, Simon A.
4 Meintanis, Simos G.
3 Francq, Christian
3 Polak, Paweł
3 Ruiz, Esther
2 Bellini, Fabio
2 Belsley, David A.
2 Bottolo, Leonardo
2 Calzolari, Giorgio
2 Curto, José Dias
2 Halbleib, Roxana
2 Hotta, Luiz Koodi
2 Kontoghiorghes, Erricos John
2 Lee, Taewook
2 Paulauskas, Vygantas Ionovič
2 Rosadi, Dedi
2 Tavares, Gonçalo Nuno
2 Trucíos, Carlos
2 Veredas, David
2 Zhu, Dongming
1 Abd-Elfattah, Ehab F.
1 Ahcan, Ales
1 Alp, Tansel
1 Arevalillo, Jorge M.
1 Arismendi, Juan Carlos
1 Augustyniak, Maciej
1 Baek, Changryong
1 Bekaert, Geert
1 Bellahnid, Abdellatif
1 Bianchi, Michele Leonardo
1 Bonato, Matteo
1 Boudt, Kris
1 Burch, Brent D.
1 Butler, Ronald W.
1 Carstensen, Kai-Uwe
1 Chang, Chialin
1 Chang, Fang
1 Chen, Cathy W. S.
1 Chenyao, D.
1 Christiansen, Marcus Christian
1 Corsi, Fulvio
1 Croux, Christophe
1 Cuomo, Salvatore
1 Deistler, Manfred
1 Dellaportas, Petros
1 Demetrescu, Matei
1 Deschamps, Philippe J.
1 Diks, Cees G. H.
1 Doganoglu, Toker
1 Dong, Christine
1 Du, Xiaoping
1 Engstrom, Eric
1 Ermolov, Andrey
1 Fabozzi, Frank J.
1 Fischer, Matthias
1 Fontana, Claudio
1 Fresoli, Diego E.
1 Galbraith, John W.
1 Galimberti, Giuliano
1 Gallo, Giampiero M.
1 Garcia-Jorcano, Laura
1 Garcia, René
1 Gel, Yulia R.
1 Giannikis, D.
1 Gonçalves, Esmeralda
1 Gourieroux, Christian
1 Guo, Shuxiang
1 Gwynne, Ewain
1 Haas, Markus
1 Halvarsson, Daniel
1 Härdle, Wolfgang Karl
1 Harris, Richard D. F.
1 Hartz, Christoph
1 Hillier, Grant H.
1 Ignatieva, Katja
1 Jakob, Kevin
1 Jeske, Daniel R.
1 Jiménez-Gamero, María Dolores
1 Jovan, Matej
1 Kabili, Andi
1 Kaldasch, Joachim
1 Khalaf, Lynda
1 Khindanova, Irina N.
1 Kim, Moosup
1 Kim, Young Shin S.
1 Kiviet, Jan F.
1 Klar, Bernhard
1 Koh, You-Beng
1 Kot, Mark
1 Kotchoni, Rachidi
1 Krause, Jochen
1 Krishnakumar, Jaya
1 Kwak, Minsuk
1 Landsman, Zinoviy M.
1 Lau, John Wei
1 Lee, Jaesung
1 Lee, Sangyeol
...and 83 more Authors

Citations by Year