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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003120225
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Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700034
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Unemployment insurance and mortgages
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000888455
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000893310
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10000875390
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Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003354334
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Linear-quadratic jump-diffusion modeling
Cheng, Peng (contributor); Scaillet, Olivier (contributor) - 2006
Persistent link: https://www.econbiz.de/10003354343
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Testing for equality between two copulas
Rémillard, Bruno (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003354351
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False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003287288