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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002634905
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Kernel based goodness-of-fit tests for copulas with fixed smoothing parameters
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003120209
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Kernel based goodness-of-fit tests for copulas with fixed foxed smoothing parameters
Scaillet, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003074267
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Scaillet, Olivier - In: The econometrics journal 19 (2016) 2, pp. 232-236
Persistent link: https://www.econbiz.de/10011712183
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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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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