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Search: person:"Scaillet, Olivier"
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Theorie
68
Theory
68
Nichtparametrisches Verfahren
41
Nonparametric statistics
39
Estimation theory
35
Schätztheorie
35
Optionspreistheorie
22
Risikomanagement
20
Option pricing theory
18
USA
17
United States
17
Portfolio selection
16
Portfolio-Management
16
Monte-Carlo-Simulation
15
Risk management
15
Simulation
15
Volatilität
15
Yield curve
14
Zinsstruktur
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Monte Carlo simulation
13
Core
12
Mathematical programming
12
Mathematische Optimierung
12
Statistischer Test
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
12
Statistical test
11
Forecasting model
10
Prognoseverfahren
10
Unvollkommener Markt
10
risk management
10
Regressionsanalyse
9
Estimation
8
Martingal
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Martingale
8
Regression analysis
8
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Free
150
Undetermined
17
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Book / Working Paper
230
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87
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Working Paper
112
Arbeitspapier
111
Graue Literatur
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39
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14
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English
228
Undetermined
86
French
2
German
1
Author
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Scaillet, Olivier
285
SCAILLET, Olivier
29
Renault, Olivier
28
Prigent, Jean-Luc
25
Gagliardini, Patrick
21
Menoncin, Francesco
16
Broze, Laurence
15
Gouriéroux, Christian
15
Camponovo, Lorenzo
14
Medvedev, Alexey
14
Trojani, Fabio
14
Fermanian, Jean-David
13
Bajgrowicz, Pierre
11
Dhaene, Geert
11
Denuit, Michel
10
Barras, Laurent
9
Battocchio, Paolo
9
Cheng, Peng
9
Hagmann, Matthias
9
Zakoïan, Jean-Michel
9
Cosma, Antonio
8
Topaloglou, Nikolas
8
Galluccio, Stefano
7
Laurent, Jean-Paul
7
Leblanc, Boris
7
Wermers, Russ
7
Fernandes, Marcelo
6
Gourieroux, Christian
6
BROZE, Laurence
5
Hong, Han
5
Huber, Philippe
5
Ossola, Elisa
5
Victoria-Feser, Maria-Pia
5
Goderniaux, Anne-Cécile
4
Guay, Alain
4
Rémillard, Bruno
4
ZAKOIAN, Jean-Michel
4
Bouezmarni, Taoufik
3
Chernozhukov, Victor
3
FERMANIAN, Jean-David
3
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Institution
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Institut für Schweizerisches Bankwesen <Zürich>
24
Swiss Finance Institute
21
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
National Centre of Competence in Research North South <Bern>
10
International Center for Financial Asset Management and Engineering
9
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
National Centre of Competence in Research - Financial Valuation and Risk Management
3
Université catholique de Louvain / Institut de Recherches Economiques et Sociales
3
Econometric Society
2
Financial Markets Group
2
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Columbia University / Department of Economics
1
Department of Economics, School of Arts and Sciences
1
Finrisk
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
International Center for Financial Asset Management and Engineering <Genève>
1
Royal Economic Society - RES
1
Society for Computational Economics - SCE
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
Swiss National Centre of Competence in Research North South <Bern>
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Université <Genève> / Section des Hautes Etudes Commerciales
1
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Cahier de recherches
26
Research paper series
23
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
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
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
Journal of econometrics
8
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
CORE Discussion Papers
4
Documents de travail / THEMA
4
Econometric theory
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
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 business & economic statistics : JBES : a publication of the American Statistical Association
3
Journal of financial economics
3
The review of financial studies
3
Universität Zürich - Institut für schweizerisches Bankwesen
3
Working paper
3
CORE Discussion Papers RP
2
Discussion paper series / LSE Financial Markets Group
2
Econometric Society World Congress 2000 Contributed Papers
2
Econometric Theory
2
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Source
All
ECONIS (ZBW)
163
RePEc
94
USB Cologne (business full texts)
36
OLC EcoSci
23
EconStor
1
Showing
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317
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Title
1
High-frequency jump analysis of the bitcoin arket
Scaillet, Olivier
;
Treccani, Adrien
;
Trevisan, Christopher
-
2017
Saved in:
2
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier
-
2016
-
First draft: January 2016
Saved in:
3
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Saved in:
4
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
-
2016
-
This version: July 2016
Saved in:
5
Early exercise decision in American options with dividends, stochastic volatility and jumps
Cosma, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
; …
-
2016
Saved in:
6
Valuing American options using fast recursive projections
Cosma, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
; …
-
2015
Saved in:
7
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Annals of economics and statistics
128
(
2017
),
pp. 151-202
Saved in:
8
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 232-236
Saved in:
9
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Saved in:
10
Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre
;
Scaillet, Olivier
;
Treccani, Adrien
- In:
Management science : journal of the Institute for …
62
(
2016
)
8
,
pp. 2198-2217
Saved in:
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