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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Risiko"
~subject:"Risk premium"
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Scaillet, Olivier
Garcia, René
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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
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Journal of econometrics
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Research paper / International Center for Financial Asset Management and Engineering
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Columbia economics discussion paper series / Department of Economics, Columbia University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Swiss Finance Institute Research Paper 06-30
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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
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2
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
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