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~isPartOf:"Journal of banking & finance"
~person:"Kilian, Lutz"
~person:"Scaillet, Olivier"
~person:"Teräsvirta, Timo"
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Journal of banking & finance
Research paper series / Swiss Finance Institute
19
Journal of econometrics
18
CREATES research paper
16
SSE EFI working paper series in economics and finance
16
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
15
Swiss Finance Institute Research Paper
14
Econometric reviews
10
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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Themes in modern econometrics
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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2
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
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