Marc Paolella

Universität Zürich - Zurich / Switzerland

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1088237

University of Zurich

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Universität Zürich

Marc Paolella's MOST POPULAR ARTICLES

1-) Value-at-risk prediction: A comparison of alternative strategies Journal of Financial Econometrics 4 (1), 53-89, 2006

2-) A new approach to Markov-switching GARCH models Journal of financial Econometrics 2 (4), 493-530, 2004

3-) An econometric analysis of emission allowance prices Journal of Banking & Finance 32 (10), 2022-2032, 2008

4-) Mixed normal conditional heteroskedasticity Journal of financial Econometrics 2 (2), 211-250, 2004

5-) Conditional density and value‐at‐risk prediction of Asian currency exchange rates Journal of Forecasting 19 (4), 313-333, 2000

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