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Scaillet, Olivier
22
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3
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2
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2
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2
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2
Medvedev, Alexey
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Journal of econometrics
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance : revue de l'Association Française de Finance
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2
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2
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2
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2
The review of financial studies
2
Annals of operations research
1
Finanzmarkt und Portfolio-Management
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Journal of financial economics
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1
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1
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OLC EcoSci
USB Cologne (business full texts)
540
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346
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1
How to Diversify Internationally? : A Comparison of Conditional and Unconditional Methods
Barras, Laurent
;
Isakov, Dusan
- In:
Finanzmarkt und Portfolio-Management
17
(
2003
)
2
,
pp. 194-212
Persistent link: https://www.econbiz.de/10006083102
Saved in:
2
International conditional asset allocation under specification uncertainty
Barras, Laurent
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 443-464
Persistent link: https://www.econbiz.de/10007763668
Saved in:
3
Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10005879004
Saved in:
4
On the way to recovery: A nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2932
Persistent link: https://www.econbiz.de/10005882384
Saved in:
5
Optimal asset management for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
- In:
Managerial finance
32
(
2006
)
4
,
pp. 347-374
Persistent link: https://www.econbiz.de/10006542827
Saved in:
6
Instrumental Models and Indirect Encompassing
Dhaene, Geert
;
Gourieroux, Christian
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10006789118
Saved in:
7
Wild Bootstrap Tests for IV Regression
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 128-145
Persistent link: https://www.econbiz.de/10008371881
Saved in:
8
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10008215777
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9
Path dependent options on yields in the affine term structure modely
Leblanc, Boris
;
Scaillet, Olivier
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-368
Persistent link: https://www.econbiz.de/10008218799
Saved in:
10
Path dependent options on yields in the affine term structure modely
Leblanc, Boris
;
Scaillet, Olivier
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-368
Persistent link: https://www.econbiz.de/10008218804
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