//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Scaillet, O."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
30
Theory
30
Estimation theory
14
Schätztheorie
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Option pricing theory
7
Optionspreistheorie
7
Yield curve
7
Zinsstruktur
7
Estimation
6
Portfolio selection
6
Portfolio-Management
6
Schätzung
6
Time series analysis
6
Volatility
6
Volatilität
6
Zeitreihenanalyse
6
Stochastic process
5
Stochastischer Prozess
5
USA
5
United States
5
CAPM
4
Capital income
4
Core
4
IV-Schätzung
4
Instrumental variables
4
Kapitaleinkommen
4
Large panel
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Regression analysis
4
Regressionsanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Interest rate
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
50
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
128
Working Paper
128
Graue Literatur
110
Non-commercial literature
110
Aufsatz in Zeitschrift
51
Amtsdruckschrift
13
Government document
13
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
1
Forschungsbericht
1
more ...
less ...
Language
All
English
50
French
1
Author
All
Scaillet, Olivier
51
Gagliardini, Patrick
6
Zakoïan, Jean-Michel
5
Renault, Olivier
4
Broze, Laurence
3
Gouriéroux, Christian
3
Leblanc, Boris
3
Prigent, Jean-Luc
3
Bajgrowicz, Pierre
2
Barras, Laurent
2
Hagmann, Matthias
2
Medvedev, Alexey
2
Ossola, Elisa
2
Rombouts, Jeroen V. K.
2
Topaloglou, Nikolas
2
Treccani, Adrien
2
Veredas, David
2
Anderson, Ronald W.
1
Arvanitis, Stelios
1
Bakalli, Gaetan
1
Banulescu-Radu, Denisa
1
Berrada, Tony
1
Bouezmarni, Taoufik
1
Camponovo, Lorenzo
1
Chaieb, Ines
1
Cheng, Peng
1
Cosma, Antonio
1
Denuit, Michel
1
Dhaene, Geert
1
Fermanian, Jean-David
1
Fernandes, Marcelo
1
Galluccio, S.
1
Galluccio, Stefano
1
Guay, Alain
1
Guerrier, Stéphane
1
Gustafsson, J.
1
Hong, Han
1
Huang, Z.
1
Hurlin, Christophe
1
La Vecchia, Davide
1
more ...
less ...
Published in...
All
Journal of econometrics
11
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Econometric theory
2
Finance : revue de l'Association Française de Finance
2
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of finance : the journal of the American Finance Association
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
Développements récents de l'analyse économique
1
International journal of forecasting
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Revue de la banque
1
Revue économique : revue bimestrielle
1
The econometrics journal
1
The journal of investing : JOI
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
2
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
Saved in:
3
Skill, scale, and value creation in the mutual fund industry
Barras, Laurent
;
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 601-638
Persistent link: https://www.econbiz.de/10012796523
Saved in:
4
Asset allocation implications of illiquid assets
Berrada, Tony
;
Scaillet, Olivier
;
Zhang, Zhicheng
- In:
The journal of investing : JOI
31
(
2022
)
5
,
pp. 71-86
Persistent link: https://www.econbiz.de/10014231445
Saved in:
5
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
6
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
7
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
8
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
Saved in:
9
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
10
High-frequency jump analysis of the bitcoin market
Scaillet, Olivier
;
Treccani, Adrien
;
Trevisan, Christopher
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10012232707
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->