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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003120225
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Predictability hidden by anomalous observations
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2013 - This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
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A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick; Scaillet, Olivier - 2007
Persistent link: https://www.econbiz.de/10003936086
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Pricing american options under stochastic volatility and stochastic interest rates
Medvedev, Alexey; Scaillet, Olivier - 2009 - This version Sept. 2009
Persistent link: https://www.econbiz.de/10003936104
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - 2009 - This version July 2009
Persistent link: https://www.econbiz.de/10003936746
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Nonparametric instrumental variable estimation of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2009 - 31. Aug. 2009
Persistent link: https://www.econbiz.de/10003936749
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Business and financial indicators : what are the determinants of default probability changes?
Couderc, F.; Renault, Olivier; Scaillet, Olivier - 2008
Persistent link: https://www.econbiz.de/10003936763
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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - 2008
Persistent link: https://www.econbiz.de/10003936768
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Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data
Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2009
Persistent link: https://www.econbiz.de/10003937094
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Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre; Scaillet, Olivier - 2011
Persistent link: https://www.econbiz.de/10009376778