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Robust Predictive Regression
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Theorie
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Scaillet, Olivier
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Discussion paper
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80
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78
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38
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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ECONIS (ZBW)
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Reversed score and likelihood ratio tests
Dhaene, Geert
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001531966
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2
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
3
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001430979
Saved in:
4
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000980200
Saved in:
5
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001379916
Saved in:
6
An empirical investigation in credit spread indices
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001604303
Saved in:
7
A new index of Belgian shares
Anderson, Ronald W.
;
Reinard, Davy
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000967663
Saved in:
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