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~person:"Camponovo, Lorenzo"
~person:"Scaillet, Olivier"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theory"
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Nichtparametrisches Verfahren
Theory
Theorie
98
Estimation theory
52
Schätztheorie
52
Nonparametric statistics
48
Portfolio selection
26
Portfolio-Management
26
Estimation
25
Schätzung
25
Option pricing theory
23
Optionspreistheorie
23
Stochastic process
21
Stochastischer Prozess
21
Volatility
21
Volatilität
21
Forecasting model
19
Prognoseverfahren
19
Statistical test
19
Statistischer Test
19
USA
19
United States
19
Bootstrap approach
18
Bootstrap-Verfahren
18
Yield curve
17
Zinsstruktur
17
Capital income
16
Kapitaleinkommen
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Mathematical programming
15
Mathematische Optimierung
15
Core
14
Regression analysis
14
Regressionsanalyse
14
Risikoprämie
14
Risk premium
14
Simulation
14
Börsenkurs
13
Factor analysis
13
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Online availability
All
Free
36
Undetermined
9
Type of publication
All
Book / Working Paper
90
Article
39
Type of publication (narrower categories)
All
Arbeitspapier
83
Working Paper
83
Graue Literatur
73
Non-commercial literature
73
Article in journal
38
Aufsatz in Zeitschrift
38
Amtsdruckschrift
12
Government document
12
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
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Language
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English
128
French
1
Author
All
Camponovo, Lorenzo
Scaillet, Olivier
Gagliardini, Patrick
15
Renault, Olivier
12
Gouriéroux, Christian
11
Prigent, Jean-Luc
10
Trojani, Fabio
9
Broze, Laurence
7
Denuit, Michel
7
Topaloglou, Nikolas
7
Zakoïan, Jean-Michel
7
Menoncin, Francesco
6
Fermanian, Jean-David
5
Ossola, Elisa
5
Arvanitis, Stelios
4
Battocchio, Paolo
4
Cheng, Peng
4
Dhaene, Geert
4
Hong, Han
4
Laurent, Jean-Paul
4
Leblanc, Boris
4
Scaillet, O.
4
Chaieb, Ines
3
Goderniaux, Anne-Cécile
3
Hagmann, Matthias
3
Langlois, Hugues
3
Tamer, Elie T.
3
Chernozhukov, Victor
2
Cosma, Antonio
2
Fernandes, Marcelo
2
Galluccio, Stefano
2
Huber, Philippe
2
Hurlin, Christophe
2
Lesne, Jean-Philippe
2
Leymarie, Jérémy
2
Mendes, Eduardo F.
2
Mélard, Guy
2
Rombouts, Jeroen V. K.
2
Veredas, David
2
Victoria-Feser, Maria-Pia
2
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Institution
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International Center for Financial Asset Management and Engineering
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
Columbia University / Department of Economics
1
Published in...
All
Research paper series / Swiss Finance Institute
21
Swiss Finance Institute Research Paper
16
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
FAME research paper series
10
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
8
Journal of econometrics
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Discussion paper
5
Documents de travail / THEMA
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance and stochastics
3
IRES discussion papers
3
Journal of empirical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
CORE discussion paper : DP
2
Econometric theory
2
Finance : revue de l'Association Française de Finance
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Research paper / International Center for Financial Asset Management and Engineering
2
... Congrès annuel de l'Association Française de Science Economique
1
Advances in futures and options research : a research annual
1
Annals of economics and statistics
1
Applied mathematical finance
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Discussion paper series / LSE Financial Markets Group
1
Développements récents de l'analyse économique
1
HEC Paris research paper series
1
Handbook of econometrics ; Volume 7A
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Revue économique : revue bimestrielle
1
Swiss Finance Institute Research Paper 06-30
1
The econometrics journal
1
The journal of investing : JOI
1
The review of financial studies
1
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ECONIS (ZBW)
129
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81
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:
82
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:
83
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743681
Saved in:
84
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:
85
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
86
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825715
Saved in:
87
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906837
Saved in:
88
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
89
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001974801
Saved in:
90
Testing for concordance ordering
Cebrian, Ana C.
;
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687882
Saved in:
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