Calculating the density and distribution function for the singly and doubly noncentral F. - Ronald W. Butler; Marc S. Paolella (Stat. Comput., 2002)

Computing moments of ratios of quadratic forms in normal variables. - Marc S. Paolella (Comput. Stat. Data Anal., 2003)

Accurate value-at-risk forecasting based on the normal-GARCH model. - Christoph Hartz; Stefan Mittnik; Marc S. Paolella (Comput. Stat. Data Anal., 2006)

Bias-adjusted estimation in the ARX(1) model. - Simon A. Broda; Kai Carstensen; Marc S. Paolella (Comput. Stat. Data Anal., 2007)

Saddlepoint approximations for the doubly noncentral t. - Simon A. Broda; Marc S. Paolella (Comput. Stat. Data Anal., 2007)

Evaluating the density of ratios of noncentral quadratic forms in normal variables. - Simon A. Broda; Marc S. Paolella (Comput. Stat. Data Anal., 2009)

Asymmetric multivariate normal mixture GARCH. - Markus Haas; Stefan Mittnik; Marc S. Paolella (Comput. Stat. Data Anal., 2009)

The Fifth Special Issue on Computational Econometrics. - David A. Belsley; Pierre Duchesne; George Kapetanios; Erricos John Kontoghiorghes; Marc S. Paolella; Herman K. van Dijk (Comput. Stat. Data Anal., 2010)

The Annals of Computational and Financial Econometrics, first issue. - David A. Belsley; Erricos John Kontoghiorghes; Herman K. van Dijk; Luc Bauwens; Siem Jan Koopman; Michael McAleer; Alessandra Amendola; Monica Billio; Christophe Croux; Cathy W. S. Chen; Russell Davidson; Pierre Duchesne; et al. (Comput. Stat. Data Anal., 2012)

COBra: Copula-Based Portfolio Optimization. - Marc S. Paolella; Pawel Polak (Predictive Econometrics and Big Data, 2018)

Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. - Jeffrey Näf; Marc S. Paolella; Pawel Polak (J. Multivar. Anal., 2019)

ARCHModels.jl: Estimating ARCH Models in Julia. - Simon A. Broda; Marc S. Paolella (J. Stat. Softw., 2023)