| Value-at-risk prediction: A comparison of alternative strategies K Kuester, S Mittnik, MS Paolella Journal of Financial Econometrics 4 (1), 53-89, 2006 | 731 | 2006 |
| A new approach to Markov-switching GARCH models M Haas, S Mittnik, MS Paolella Journal of financial econometrics 2 (4), 493-530, 2004 | 515 | 2004 |
| An econometric analysis of emission allowance prices MS Paolella, L Taschini Journal of Banking & Finance 32 (10), 2022-2032, 2008 | 419* | 2008 |
| Mixed normal conditional heteroskedasticity M Haas, S Mittnik, MS Paolella Journal of financial Econometrics 2 (2), 211-250, 2004 | 243 | 2004 |
| Conditional density and value‐at‐risk prediction of Asian currency exchange rates S Mittnik, MS Paolella Journal of Forecasting 19 (4), 313-333, 2000 | 223 | 2000 |
| Intermediate probability: A computational approach MS Paolella John Wiley & Sons, 2007 | 159 | 2007 |
| Stable Paretian modeling in finance: Some empirical and theoretical aspects S Mittnik, ST Rachev, MS Paolella A practical guide to heavy tails, 79-110, 1998 | 126* | 1998 |
| Stationarity of stable power-GARCH processes S Mittnik, MS Paolella, ST Rachev Journal of Econometrics 106 (1), 97-107, 2002 | 114 | 2002 |
| Diagnosing and treating the fat tails in financial returns data S Mittnik, MS Paolella, ST Rachev Journal of Empirical Finance 7 (3-4), 389-416, 2000 | 114 | 2000 |
| Accurate value-at-risk forecasting based on the normal-GARCH model C Hartz, S Mittnik, M Paolella Computational Statistics & Data Analysis 51 (4), 2295-2312, 2006 | 108 | 2006 |
| Chicago: A fast and accurate method for portfolio risk calculation SA Broda, MS Paolella Journal of Financial Econometrics 7 (4), 412-436, 2009 | 91 | 2009 |
| Prediction of financial downside-risk with heavy-tailed conditional distributions S Mittnik, MS Paolella Handbook of heavy tailed distributions in finance, 385-404, 2003 | 85 | 2003 |
| Unconditional and conditional distributional models for the Nikkei index S Mittnik, MS Paolella, ST Rachev Asia-Pacific Financial Markets 5 (2), 99-128, 1998 | 80 | 1998 |
| Stable mixture GARCH models SA Broda, M Haas, J Krause, MS Paolella, SC Steude Journal of Econometrics 172 (2), 292-306, 2013 | 73* | 2013 |
| Expected shortfall for distributions in finance SA Broda, MS Paolella Statistical tools for finance and insurance, 57-99, 2011 | 49 | 2011 |
| Asymmetric multivariate normal mixture GARCH M Haas, S Mittnik, MS Paolella Computational Statistics & Data Analysis 53 (6), 2129-2154, 2009 | 48 | 2009 |
| Mixture and regime-switching GARCH models MS Paolella, M Haas, L Bauwens, CM Hafner, S Laurent Wiley handbooks in financial engineering and econometrics, 71-102, 2012 | 46 | 2012 |
| A tail estimator for the index of the stable Paretian distribution S Mittnik, MS Paolella, ST Rachev Communications in Statistics-Theory and Methods 27 (5), 1239-1262, 1998 | 45 | 1998 |
| Testing the stable Paretian assumption MS Paolella Mathematical and Computer Modelling 34 (9-11), 1095-1112, 2001 | 43 | 2001 |
| Modelling and predicting market risk with Laplace–Gaussian mixture distributions M Haas, S Mittnik, MS Paolella Applied Financial Economics 16 (15), 1145-1162, 2006 | 34 | 2006 |
