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Marc Paolella
SFI Faculty Member
Professor of Empirical Finance
Marc Paolella is Professor of Empirical Finance at the University of Zurich and has been an SFI Faculty Member since 2006. Prof. Paolella is the author of several books on graduate level probability theory. His research papers have been published in the top academic journals in his areas of expertise.
Research Interests:
His primary research interest lies in the development of statistical methods for finance.
Recent Research:
Prof. Paolella recently contributed to the literature by proposing two new tests for symmetric stable Paretian distributions. These test statistics and their associated significativity measures are instantly computable and do not rely on stable density or distribution or maximum likelihood estimations. Further research shows that these tests yield high power against a variety of alternatives and much higher power than existing tests based on the empirical characteristic function.