Marc S. Paolella

According to our database, Marc S. Paolella authored at least 12 papers between 2002 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

ARCHModels.jl: Estimating ARCH Models in <i>Julia</i>.

Simon A. Broda, Marc S. Paolella

J. Stat. Softw., 2023

2019

Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition.

Jeffrey Näf, Marc S. Paolella, Pawel Polak

J. Multivar. Anal., 2019

2018

COBra: Copula-Based Portfolio Optimization.

Marc S. Paolella, Pawel Polak

Proceedings of the Predictive Econometrics and Big Data, 2018

2012

The Annals of Computational and Financial Econometrics, first issue.

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

Comput. Stat. Data Anal., 2012

2010

The Fifth Special Issue on Computational Econometrics.

David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk

Comput. Stat. Data Anal., 2010

2009

Asymmetric multivariate normal mixture GARCH.

Markus Haas, Stefan Mittnik, Marc S. Paolella

Comput. Stat. Data Anal., 2009

Evaluating the density of ratios of noncentral quadratic forms in normal variables.

Simon A. Broda, Marc S. Paolella

Comput. Stat. Data Anal., 2009

2007

Saddlepoint approximations for the doubly noncentral t.

Simon A. Broda, Marc S. Paolella

Comput. Stat. Data Anal., 2007

Bias-adjusted estimation in the ARX(1) model.

Simon A. Broda, Kai Carstensen, Marc S. Paolella

Comput. Stat. Data Anal., 2007

2006

Accurate value-at-risk forecasting based on the normal-GARCH model.

Christoph Hartz, Stefan Mittnik, Marc S. Paolella

Comput. Stat. Data Anal., 2006

2003

Computing moments of ratios of quadratic forms in normal variables.

Marc S. Paolella

Comput. Stat. Data Anal., 2003

2002

Calculating the density and distribution function for the singly and doubly noncentral F.

Ronald W. Butler, Marc S. Paolella

Stat. Comput., 2002