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~isPartOf:"FAME research paper series"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Risk premium"
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Estimation
Nonparametric statistics
Risk premium
Nichtparametrisches Verfahren
9
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation theory
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
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3
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3
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2
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Scaillet, Olivier
Garcia, René
5
Almeida, Caio
4
Ardison, Kym
4
Vicente, Jose
4
Olmo, Jose
3
Chen, Song Xi
2
Denuit, Michel
2
Ghysels, Eric
2
Härdle, Wolfgang
2
Trojani, Fabio
2
Aguilar, Mike
1
Amisano, Gianni
1
Arapis, Manuel
1
Asai, Manabu
1
Bali, Turan G.
1
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1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Carrasco, Marine
1
Chiu, Ching Wai Jeremy
1
Chollete, Lorán
1
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1
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1
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Di, Jianing
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1
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1
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1
Fan, Jianqing
1
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1
Fengler, Matthias R.
1
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1
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1
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International Center for Financial Asset Management and Engineering
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FAME research paper series
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Research paper series / Swiss Finance Institute
12
Swiss Finance Institute Research Paper
9
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
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4
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ECONIS (ZBW)
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1
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
2
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002634905
Saved in:
3
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074160
Saved in:
4
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003078845
Saved in:
5
Multivariate wavelet-based shape preserving estimation for dependant observations
Cosma, Antonio
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003074209
Saved in:
6
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
Saved in:
7
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
8
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
9
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
10
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 422-450
Persistent link: https://www.econbiz.de/10002214466
Saved in:
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