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71
Time-varying risk premium in large cross-sectional equity datasets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
-
2015
-
This version: October 2015
Persistent link: https://www.econbiz.de/10009564595
Saved in:
72
Linear-quadratic jump-diffusion modeling
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003626612
Saved in:
73
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 422-450
Persistent link: https://www.econbiz.de/10002214466
Saved in:
74
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
75
Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
;
Scaillet, Olivier
-
2004
Persistent link: https://www.econbiz.de/10002078333
Saved in:
76
False discoveries in mutual fund performance : measuring luck in estimated alphas
Barras, Laurent
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003214332
Saved in:
77
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/10003214334
Saved in:
78
Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
79
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
80
Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240436
Saved in:
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