Marc S. Paolella
- Finance top 0.5%
- Economics and Econometrics top 1%
- General Economics, Econometrics and Finance top 2%
- Statistics and Probability top 2%
- Global and Planetary Change top 10%
- Co-authors
- Stefan MittnikLuca TaschiniMarkus HaasSvetlozar T. RachevRonald W. ButlerMarco GambaccianiKeith KuesterKai Carstensen
- Topics
- Financial Risk and Volatility Modeling (52 papers)Market Dynamics and Volatility (23 papers)Complex Systems and Time Series Analysis (19 papers)
- Journals
- Journal of the American Statistical AssociationJournal of EconometricsJournal of Banking & Finance
- Partner nations
- SwitzerlandUnited StatesGermany
In The Last Decade
Marc S. Paolella
74 papers receiving 1.5k citations
Peers
Comparison fields: 5 of 87
- Finance 1.0k
- Economics and Econometrics 1.0k
- General Economics, Econometrics and Finance 329
- Statistics and Probability 212
- Global and Planetary Change 173
Countries citing papers authored by Marc S. Paolella
This map shows the geographic impact of Marc S. Paolella's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marc S. Paolella with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marc S. Paolella more than expected).
Fields of papers citing papers by Marc S. Paolella
This network shows the impact of papers produced by Marc S. Paolella. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marc S. Paolella. The network helps show where Marc S. Paolella may publish in the future.
Co-authorship network of co-authors of Marc S. Paolella
This figure shows the co-authorship network connecting the top 25 collaborators of Marc S. Paolella. A scholar is included among the top collaborators of Marc S. Paolella based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marc S. Paolella. Marc S. Paolella is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 1 | |
| 3 | 2 | |
| 4 | 2 | |
| 5 | Portfolio Selection with Active Risk Monitoring | 1 |
| 6 | 9 | |
| 7 | 4 | |
| 8 | Value-at-Risk Prediction: A Comparison of Alternative Strategies | 24 |
| 9 | 10 | |
| 10 | An Econometric Analysis of Emission Trading Allowances | 74 |
| 11 | 23 | |
| 12 | 14 | |
| 13 | Mixed Normal Conditional Heteroskedasticity | 5 |
| 14 | A New Approach to Markov-Switching GARCH Models | 54 |
| 15 | 26 | |
| 16 | 145 | |
| 17 | 63 | |
| 18 | 7 | |
| 19 | Stable Paretian modeling in finance: some empirical and theoretical aspects | 34 |
| 20 | 24 |
About Marc S. Paolella
Marc S. Paolella is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance, having authored 78 papers that have together received 1.6k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (52 papers), Market Dynamics and Volatility (23 papers) and Complex Systems and Time Series Analysis (19 papers). The work is most often cited by research in Finance (1.0k citations), General Economics, Econometrics and Finance (329 citations) and Economics and Econometrics (1.0k citations). Marc S. Paolella has collaborated with scholars based in Switzerland, United States and Germany. Frequent co-authors include Stefan Mittnik, Luca Taschini, Markus Haas, Svetlozar T. Rachev, Svetlozar T. Rachev, Ronald W. Butler, Marco Gambacciani, Keith Kuester, Kai Carstensen and Herman K. van Dijk. Their work appears in journals such as Journal of the American Statistical Association, Journal of Econometrics and Journal of Banking & Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.