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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002634905
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Kernel based goodness-of-fit tests for copulas with fixed foxed smoothing parameters
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003074267
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003287288
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A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
Huber, Philippe (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003287290
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Theory and calibration of swap market models
Galluccio, Stefano; Huang, Zhijhang; Ly, Jean-Michel; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
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Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240436
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Testing for stochastic dominance efficiency
Scaillet, Olivier (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003078845
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A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003074160
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Multivariate wavelet-based shape preserving estimation for dependant observations
Cosma, Antonio (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003074209