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Paolella, Marc; Polak, Pawel (2015). COMFORT: A common market factor non-Gaussian returns model. Journal of Econometrics, 187(2):593-605.

Paolella, Marc S; Polak, Pawel (2015). ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails. International Review of Economics and Finance, 40:282-297.

Polak, Pawel. Forecasting Financial Returns Under Non-Elliptical Distributions with Applications to Portfolio Allocation and Risk Management. 2013, University of Zurich, Faculty of Economics.

This list was generated on Mon Aug 26 06:33:35 2019 CEST.