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Local transformation kernel density estimation of loss distributions
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10003885747
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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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Thikonov [Tikhonov] regularization for functional minimum distance estimators
Gagliardini, Patrick (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003459152
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Robust subsampling
Camponovo, Lorenzo (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003459155
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Local transformation kernel density estimation of loss
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006
Persistent link: https://www.econbiz.de/10003459159
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A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick; Scaillet, Olivier - 2007
Persistent link: https://www.econbiz.de/10003936086
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Pricing american options under stochastic volatility and stochastic interest rates
Medvedev, Alexey; Scaillet, Olivier - 2009 - This version Sept. 2009
Persistent link: https://www.econbiz.de/10003936104
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - 2009 - This version July 2009
Persistent link: https://www.econbiz.de/10003936746
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Nonparametric instrumental variable estimation of structural quantile effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2009 - 31. Aug. 2009
Persistent link: https://www.econbiz.de/10003936749
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Business and financial indicators : what are the determinants of default probability changes?
Couderc, F.; Renault, Olivier; Scaillet, Olivier - 2008
Persistent link: https://www.econbiz.de/10003936763