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~person:"Scaillet, Olivier"
~language:"eng"
~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Risikomaß
3
Risk measure
3
Credit risk
2
Estimation theory
2
Kreditrisiko
2
Risikomanagement
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Scaillet, Olivier
Kuhn, Daniel
6
Sim, Melvyn
6
Rolle, Jean-Daniel
4
Wiesemann, Wolfram
4
Besbes, Omar
3
Delage, Erick
3
Ghose, Anindya
3
Hong, L. Jeff
3
Jagabathula, Srikanth
3
Lim, Andrew E. B.
3
Alós-Ferrer, Carlos
2
Ansari, Asim
2
Bandi, Chaithanya
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Bastani, Hamsa
2
Bertsimas, Dimitris
2
Blanchet, Jose
2
Bradlow, Eric T.
2
Chick, Stephen E.
2
Cire, Andre A.
2
Denuit, Michel
2
Ebbes, Peter
2
Gur, Yonatan
2
Hoesli, Martin
2
Ipeirotis, Panagiotis G.
2
Lam, Henry
2
Macnamara, Gregory
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Mamani, Hamed
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Musalem, Andrés
2
Olivares, Marcelo
2
Qi, Jin
2
Ramdas, Kamalini
2
Saban, Daniela
2
Simchi-Levi, David
2
Stewart, Neil
2
Trichakis, Nikolaos
2
Xiong, Peng
2
Yu, Cindy
2
Zhang, Chu
2
Zhang, Meilin
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
19
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
15
Swiss Finance Institute Research Paper
14
FAME research paper series
10
Journal of econometrics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper / International Center for Financial Asset Management and Engineering
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Econometric theory
1
FINRISK Working Paper Series
1
IRES discussion papers
1
International journal of forecasting
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Swiss Finance Institute Research Paper 06-30
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Working Paper No. 583
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ECONIS (ZBW)
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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:
2
Testing for concordance ordering
Cebrian, Ana C.
;
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687882
Saved in:
3
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825715
Saved in:
4
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:
5
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:
6
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687927
Saved in:
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