Narrow search
Showing 1 - 10 of 16
Cover Image
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Knight, Keith; Barnabani, M.; Caner, M.; Caner, M.; … - In: Econometric theory 24 (2008) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10007912728
Cover Image
Efficient Derivative Pricing by the Extended Method of Moments
Gagliardini, P.; Gourieroux, C.; Renault, E. - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 4, pp. 1181-1233
Persistent link: https://www.econbiz.de/10009177887
Cover Image
Migration correlation: Definition and efficient estimation
Gagliardini, P.; Gouriéroux, C. - In: Journal of banking & finance 29 (2005) 4, pp. 865-894
Persistent link: https://www.econbiz.de/10005879006
Cover Image
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
Belloni, A.; Chen, D.; Chernozhukov, V.; Hansen, C. - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2369-2429
Persistent link: https://www.econbiz.de/10010046681
Cover Image
Unemployment insurance and mortgages
Gourieroux, C.; Scaillet, O. - In: Insurance / Mathematics & economics 20 (1997) 3, pp. 173-196
Persistent link: https://www.econbiz.de/10006922056
Cover Image
WORKSHOP - Testing for Concordance Ordering
Cebrián, A.C.; Denuit, M.; Scaillet, O. - In: Astin bulletin : the journal of the International … 34 (2004) 1, pp. 151-174
Persistent link: https://www.econbiz.de/10008214647
Cover Image
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
Scaillet, O. - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10008214997
Cover Image
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, B.; Renault, O.; Scaillet, O. - In: Finance and stochastics 4 (2000) 1, pp. 109
Persistent link: https://www.econbiz.de/10008217586
Cover Image
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J.-P.; Prigent, J.-L.; Scaillet, O. - In: Finance and stochastics 4 (2000) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10008217589
Cover Image
THEORY AND CALIBRATION OF SWAP MARKET MODELS
Galluccio, S.; Ly, J.-M.; Huang, Z.; Scaillet, O. - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 111-142
Persistent link: https://www.econbiz.de/10008222123