Journal Publications

ZORA Publication List

Publications

• 2001

  • Paolella, M. S. (2001). Testing the stable Paretian assumption Mathematical and Computer Modelling, 34, 1095–1112. https://doi.org/10.1016/S0895-7177(01)00118-2

• 2000

  • Mittnik, S., Paolella, M. S., & Rachev, S. T. (2000). Diagnosing and treating the fat tails in financial returns data Journal of Empirical Finance, 7, 389–416. https://doi.org/10.1016/S0927-5398(00)00019-0
  • Mittnik, S., & Paolella, M. S. (2000). Conditional density and value-at-risk prediciton of Asian currency exchange rates Journal of Forecasting, 19, 313–333. https://doi.org/10.1002/1099-131X(200007)19:4<313::AID-FOR776>3.0.CO;2-E

• 1999

  • Mittnik, S., & Paolella, M. S. (1999). A simple estimator for the characteristic exponent of the stable paretian distribution Mathematical and Computer Modelling, 29, 161–176. https://doi.org/10.1016/S0895-7177(99)00099-0

• 1998

  • Mittnik, S., Paolella, M. S., & Rachev, S. T. (1998). A tail estimator for the index of the stable paretian distribution Communications in Statistics : Theory and Methods, 27, 1239–1262. https://doi.org/10.1080/03610929808832156
  • Paolella, M., & Butler, R. W. (1998). Approximate distributions for the various serial correlograms Bernoulli, 4, 497–518. https://doi.org/10.2307/3318663
  • Mittnik, S., Paolella, M. S., & Rachev, S. T. (1998). Unconditional and conditional distributional models for the Nikkei index Asia - Pacific Financial Markets, 5, 99–128. https://doi.org/10.1023/A:1010016831481

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