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~isPartOf:"Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
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Robust Subsampling
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Nichtparametrisches Verfahren
10
Nonparametric statistics
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Theory
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6
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Scaillet, Olivier
26
Gagliardini, Patrick
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Camponovo, Lorenzo
3
Trojani, Fabio
3
Bajgrowicz, Pierre
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Cosma, Antonio
2
Huber, Philippe
2
Medvedev, Alexey
2
Victoria-Feser, Maria-Pia
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Cheng, Peng
1
Chernozhukov, Victor
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Couderc, F.
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Denuit, Michel
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Fernandes, Marcelo
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Galluccio, Stefano
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Goderniaux, Anne-Cécile
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Gustafsson, J.
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Lahiani, A.
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Mendes, Eduardo F.
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Research paper series / Swiss Finance Institute
54
Working Paper
53
Swiss Finance Institute Research Paper
36
FAME Research Paper Series
23
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
22
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
21
Journal of econometrics
19
Swiss Finance Institute Research Paper Series
18
FAME research paper series
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
FINRISK Working Paper Series
13
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of economic dynamics & control
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
The review of financial studies
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Journal of Econometrics
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper / International Center for Financial Asset Management and Engineering
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Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Universität Zürich - Institut für schweizerisches Bankwesen
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CORE Discussion Papers
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Documents de travail / THEMA
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Finance : revue de l'Association Française de Finance
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Robust subsampling
Camponovo, Lorenzo
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003459155
Saved in:
2
Robust resampling methods for time series
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2010
-
This Version: May 9, 2010
Persistent link: https://www.econbiz.de/10003968460
Saved in:
3
Predictability hidden by anomalous observations
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2013
-
This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
Saved in:
4
Kernel based goodness-of-fit tests for copulas with fixed smoothing parameters
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120209
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5
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354334
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6
Linear-quadratic jump-diffusion modeling
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003354343
Saved in:
7
Testing for equality between two copulas
Rémillard, Bruno
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354351
Saved in:
8
Thikonov [Tikhonov] regularization for functional minimum distance estimators
Gagliardini, Patrick
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003459152
Saved in:
9
Local transformation kernel density estimation of loss
Gustafsson, J.
;
Hagmann, Matthias
;
Nielsen, Jens Perch
; …
-
2006
Persistent link: https://www.econbiz.de/10003459159
Saved in:
10
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick
;
Scaillet, Olivier
-
2007
Persistent link: https://www.econbiz.de/10003936086
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