Concepedia

Marc S. Paolella

MS

42

Publications

1.9K

Citations

23

H-Index

1998

Active since

Affiliations

University of Zurich(Current)

Swiss Finance Institute

Christian-Albrechts-Universität zu Kiel

Institute of Finance and Banking

Ifo Institute for Economic Research

Marc S. Paolella is an author at University of Zurich specializing in business, asset pricing, and finance.

Top concepts

BusinessStatisticsFinanceEngineeringAsset PricingEconomicsEconometricsVolatility ModelingEconomic AnalysisFinancial Engineering

Publications per year

1998–2021

42

Publications

42

An econometric analysis of emission allowance prices

Marc S. Paolella, Luca Taschini · Journal of Banking & Finance · 2008 · 322 citations

Economics, Emission Allowance Prices, Carbon Emission Trading +6

Conditional density and value-at-risk prediction of Asian currency exchange rates

Stefan Mittnik, Marc S. Paolella · Journal of Forecasting · 2000 · 203 citations

Currency Risk, Forecasting Methodology, Volatility Modeling +19

An Econometric Analysis of Emission Trading Allowances

Luca Taschini, Marc S. Paolella · SSRN Electronic Journal · 2006 · 103 citations · Full text

Engineering, Emission Trading Allowances, Trade +17

Diagnosing and treating the fat tails in financial returns data

Stefan Mittnik, Marc S. Paolella, Svetlozar T. Rachev · Journal of Empirical Finance · 2000 · 88 citations

Empirical Finance, Engineering, Financial Data +8

Stationarity of stable power-GARCH processes

Stefan Mittnik, Marc S. Paolella, Svetlozar T. Rachev · Journal of Econometrics · 2002 · 87 citations

Stochastic Dynamical System, System Stability, Levy Process +2

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