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Number of items: 8.

Broda, Simon; Haas, Markus; Krause, Jochen; Paolella, Marc S; Steude, Sven C (2013). Stable mixture GARCH models. Journal of Econometrics, 172(2):292-306.

Paolella, Marc S; Broda, Simon (2012). Saddlepoint approximations: A review and some new applications. In: Gentle, James E; Härdle, Wolfgang K; Mori, Yuichi. Handbook of Computational Statistics : Concepts and Methods. Berlin: Springer Verlag, 953-984.

Paolella, Marc S; Broda, Simon (2011). Expected shortfall for distributions in finance. In: Cizek, Pavel; Härdle, Wolfgang K; Weron, Rafal. Statistical Tools for Finance and Insurance. Berlin / Heidelberg: Springer, 57-99.

Broda, Simon; Paolella, Marc S (2009). Evaluating the density of ratios of noncentral quadratic forms in normal variables. Computational Statistics and Data Analysis, 53(4):1264-1270.

Broda, Simon; Carstensen, Kai; Paolella, Marc S (2009). Assessing and improving the performance of nearly efficient unit root tests in small samples. Econometric Reviews, 28(5):468-494.

Broda, Simon; Paolella, Marc S (2009). CHICAGO: A fast and accurate method for portfolio risk calculation. Journal of Financial Econometrics, 7(4):412-436.

Broda, Simon; Paolella, Marc S; Carstensen, Kai (2007). Bias-adjusted estimation in the ARX(1) model. Computational Statistics and Data Analysis, 51(7):3355-3367.

Broda, Simon; Paolella, Marc S (2007). Saddlepoint approximations for the doubly noncentral t distribution. Computational Statistics and Data Analysis, 51(6):2907-2918.

This list was generated on Mon Dec 18 10:45:15 2017 CET.