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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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Business and financial indicators : what are the determinants of default probability changes?
Couderc, Fabien; Renault, Oliver; Scaillet, Olivier - In: Credit risk : models, derivatives, and management, (pp. 235-267). 2008
Persistent link: https://www.econbiz.de/10003718482
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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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A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier - In: Journal of econometrics 133 (2006) 2, pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
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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
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A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
Huber, Philippe (contributor); Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003287290