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~isPartOf:"Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
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Nichtparametrisches Verfahren
5
Nonparametric statistics
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Schätztheorie
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Scaillet, Olivier
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Fermanian, Jean-David
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Cebrian, Ana C.
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Galluccio, Stefano
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Hagmann, Matthias
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Hong, Han
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Huang, Zhijhang
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Ly, Jean-Michel
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Research paper series / Swiss Finance Institute
38
Swiss Finance Institute Research Paper
29
Working Paper
26
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
25
FAME Research Paper Series
22
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17
Swiss Finance Institute Research Paper Series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of econometrics
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Finance and stochastics
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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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Universität Zürich - Institut für schweizerisches Bankwesen
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3
Finance and Stochastics
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
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2004
Persistent link: https://www.econbiz.de/10002078198
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2
Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
;
Scaillet, Olivier
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2004
Persistent link: https://www.econbiz.de/10002078333
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3
Weak convergence of hedging strategies of contingent claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001655789
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4
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
-
This version: Nov. 2001 (1.version: Oct. 2001)
Persistent link: https://www.econbiz.de/10001626135
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5
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001825715
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6
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825737
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7
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001974801
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8
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001741680
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9
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
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10
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001764671
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