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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Henderson, Daniel J."
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Nonparametric statistics"
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Henderson, Daniel J.
Scaillet, Olivier
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Journal of banking & finance
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Research paper series / Swiss Finance Institute
12
Discussion paper series / IZA
10
Swiss Finance Institute Research Paper
9
FAME research paper series
8
Journal of econometrics
8
IZA Discussion Paper
6
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
Economics letters
5
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Research paper / International Center for Financial Asset Management and Engineering
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Aggregation, efficiency and measurement
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Annals of economics and statistics
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Columbia economics discussion paper series / Department of Economics, Columbia University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Subal Kumbhakar
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Modelling and evaluating treatment effects in econometrics
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Oxford bulletin of economics and statistics
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Swiss Finance Institute Research Paper 06-30
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
2
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
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