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Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428

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Medvedev, Alexey; Scaillet, Olivier - In: Journal of financial economics 98 (2010) 1, pp. 145-159

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Galluccio, S.; Ly, J.-M.; Huang, Z.; Scaillet, Olivier - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 111-141

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Fernandes, Marcelo; Linton, Oliver; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 1-4

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