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Pawel Polak - Publications

Postdoktorand Prof. M. Paolella



Publications

Journal Articles (2)

COMFORT: A common market factor non-Gaussian returns model
Marc Paolella, Pawel Polak
In: Journal of Econometrics, Vol. 187 (No. 2), p. 593-605, August 2015.


ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails
Marc Paolella, Pawel Polak
In: International Review of Economics and Finance, Vol. 40 (No. 10-27), p. 282-297, 2015.


Dissertations (1)