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Search: person:"Scaillet, Olivier"
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Theorie
68
Theory
68
Nichtparametrisches Verfahren
41
Nonparametric statistics
39
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35
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35
Optionspreistheorie
22
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20
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18
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English
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86
French
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Scaillet, Olivier
287
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
Topaloglou, Nikolas
9
Zakoïan, Jean-Michel
9
Cosma, Antonio
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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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
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1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
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1
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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
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1
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Cahier de recherches
26
Research paper series
25
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
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ECONIS (ZBW)
165
RePEc
94
USB Cologne (business full texts)
36
OLC EcoSci
23
EconStor
1
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1
Time-varying risk premia in large international equity markets
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
-
2018
Saved in:
2
Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2018
-
Current draft: January 2018
Saved in:
3
High-frequency jump analysis of the bitcoin arket
Scaillet, Olivier
;
Treccani, Adrien
;
Trevisan, Christopher
-
2017
Saved in:
4
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier
-
2016
-
First draft: January 2016
Saved in:
5
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Saved in:
6
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
-
2016
-
This version: July 2016
Saved in:
7
Early exercise decision in American options with dividends, stochastic volatility and jumps
Cosma, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
; …
-
2016
Saved in:
8
Valuing American options using fast recursive projections
Cosma, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
; …
-
2015
Saved in:
9
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:
10
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:
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