Prof. Dr. Marc Paolella - Empirical Finance

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Completed research projects

Project leader	Project title
Paolella	Stable Mixture GARCH Models
	Risk Prediction: A DWARF-like Approach
	Analyzing and Exploiting Asymmetries in the News Impact Curve
	Forecasting Financial Risk using GARCH: Normal with Outliers or Flexible Distribution Assumptions?
Paolella Broda	CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation
	Approximately Exact Inference in Dynamic Panel Models:a QUEST for Unbiasedness