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person:"Robert, Christian P."
~isPartOf:"Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~person:"Scaillet, Olivier"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Robert, Christian P.
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Predictability hidden by anomalous observations
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
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2013
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This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
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Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre
;
Scaillet, Olivier
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2011
Persistent link: https://www.econbiz.de/10009376778
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3
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
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2008
Persistent link: https://www.econbiz.de/10003936768
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