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~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
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Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Estimation theory
5
Schätztheorie
5
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
Credit risk
2
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2
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2
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2
Mortality
2
Option pricing theory
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Pensionskasse
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Krankenversicherung
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English
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Scaillet, Olivier
16
Bouezmarni, Taoufik
2
Broze, Laurence
2
Denuit, Michel
2
Fermanian, Jean-David
2
Menoncin, Francesco
2
Battocchio, Paolo
1
Cebrian, Ana C.
1
Galluccio, Stefano
1
Hagmann, Matthias
1
Hong, Han
1
Huang, Zhijhang
1
Ly, Jean-Michel
1
Medvedev, Alexey
1
Prigent, Jean-Luc
1
Renault, Olivier
1
Tamer, Elie T.
1
Zakoi͏̈an, Jean-Michel
1
Zakoïan, Jean-Michel
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Econometric theory
Research paper series / Swiss Finance Institute
38
Swiss Finance Institute Research Paper
27
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
Working Paper
23
FAME Research Paper Series
21
FAME research paper series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Swiss Finance Institute Research Paper Series
15
Journal of econometrics
14
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
11
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Discussion paper
7
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
6
Arbeitspapiere
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CORE Discussion Papers
4
Documents de travail / THEMA
4
FINRISK Working Paper Series
4
Finance : revue de l'Association Française de Finance
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper / International Center for Financial Asset Management and Engineering
4
CORE discussion paper : DP
3
IRES discussion papers
3
Journal of Econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of financial studies
3
Universität Zürich - Institut für schweizerisches Bankwesen
3
CORE Discussion Papers RP
2
Discussion paper series / LSE Financial Markets Group
2
Econometric Society World Congress 2000 Contributed Papers
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ECONIS (ZBW)
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OLC EcoSci
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1
Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data
Bouezmarni, Taoufik
;
Scaillet, Olivier
- In:
Econometric theory
21
(
2005
)
2
,
pp. 390-412
Persistent link: https://www.econbiz.de/10002740729
Saved in:
2
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
Bouezmarni, Taoufik
;
Scaillet, Olivier
- In:
Econometric theory
21
(
2005
)
2
,
pp. 390-412
Persistent link: https://www.econbiz.de/10006960161
Saved in:
3
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
4
Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
;
Scaillet, Olivier
-
2004
Persistent link: https://www.econbiz.de/10002078333
Saved in:
5
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825715
Saved in:
6
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825737
Saved in:
7
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001974801
Saved in:
8
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001741680
Saved in:
9
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
10
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001764671
Saved in:
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