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Time-varying risk premia in large international equity markets
Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - 2018
Persistent link: https://www.econbiz.de/10011876090
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Factors and risk premia in individual international stock returns
Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - In: Journal of financial economics 141 (2021) 2, pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
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Multivariate wavelet-based shape preserving estimation for dependent observations
Cosma, Antonio (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003120567
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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
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Forecast intervals in Arch exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000902195
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Forecast intervals in ARCH exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000908408
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Quasi indirect inference for diffusion processes
Broze, Laurence - 1995
Persistent link: https://www.econbiz.de/10000908427
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Quasi indirect inference for diffusion processes
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994
Persistent link: https://www.econbiz.de/10000908837
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Path dependent options on yields in the affine term structure model
Leblanc, Boris; Scaillet, Olivier - 1995
Persistent link: https://www.econbiz.de/10000910562
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669