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Scaillet, Olivier
22
Scaillet, O.
12
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3
Broze, Laurence
2
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2
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2
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2
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Journal of econometrics
5
Finance and stochastics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Econometric theory
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
2
International journal of forecasting
2
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2
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2
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1
Astin bulletin : the journal of the International Actuarial Association
1
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OLC EcoSci
ECONIS (ZBW)
229
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1
Technical trading revisited: False discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre
;
Scaillet, Olivier
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10010034709
Saved in:
2
A fast subsampling method for nonlinear dynamic models
Hong, H.
;
Scaillet, O.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10007287909
Saved in:
3
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
Saved in:
4
Local Transformation Kernel Density Estimation of Loss Distributions
Gustafsson, J.
;
Hagmann, M.
;
Nielsen, J.P.
;
Scaillet, O.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10008248864
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
Lahiani, A.
;
Scaillet, O.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 418-428
Persistent link: https://www.econbiz.de/10008231943
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