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~person:"Crawford, Ian"
~person:"Frazier, David T."
~person:"Scaillet, Olivier"
~person:"Simar, Léopold"
~person:"Stachurski, John"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
~type_genre:"Government document"
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001812434
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Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
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