Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability

by Marc S. Paolella
Published 2016-05-01

New Graphical Methods and Test Statistics for Testing Composite Normality

by Marc S. Paolella
Published 2015-07-01

A Fast, Accurate Method for Value-at-Risk and Expected Shortfall

by Jochen Krause, Marc S. Paolella
Published 2014-06-01

Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations

by Ronald W. Butler, Marc S. Paolella
Published 2017-09-01

Econometrics Best Paper Award 2018

by In Choi, Steve Cook, Marc S. Paolella, Jeffrey S. Racine
Published 2018-08-01