Skip to contents

Gouriéroux, Christian [Author]; Scaillet, Olivier [Author]; Szafarz, Ariane [Author]

Économétrie de la finance : analyses historiques

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Paris: Economica, 1997

Published in: Économie et statistiques avancées ; série: École nationale de la statistique et de l'administration économique et Centre d'études des programmes économiques
Renault, Olivier [Author] ; Scaillet, O. [Other]

On the Way to Recovery : A Nonparametric Bias Free Estimation of Recovery Rate Densities

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2003]
Scaillet, Olivier [Author]

On ill-posedness of nonparametric instrumental variable regression with convexity constraints - [First draft: January 2016]

View online
Schließen

Access

... to E-book (Volltext ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Geneva]: Swiss Finance Institute, January 2016

Published in: Swiss Finance Institute: Research paper series ; 2016,06
Scaillet, O. [Author] ; Prigent, Jean-Luc [Other]; Renault, Olivier [Other]

Option Pricing with Discrete Rebalancing

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2003]
Medvedev, Alexey [Other]; Scaillet, Olivier [Other]

Pricing American options under stochastic volatility and stochastic interest rates

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., Sept. 2007

Published in: Swiss Finance Institute: Research paper series ; 2007,25
Gagliardini, Patrick [Other]; Scaillet, Olivier [Other]

A specification test for nonparametric instrumental variable regression

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., Apr. 2007

Published in: Swiss Finance Institute: Research paper series ; 2007,13
Remillard, Bruno [Other]; Scaillet, Olivier [Other]

Testing for equality between two copulas

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., 2007

Published in: Swiss Finance Institute: Research paper series ; 2007,24
Gagliardini, Patrick [Other]; Scaillet, Olivier [Other]

Tikhonov regularization for functional minimum distance estimators

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., Nov. 2006

Published in: Swiss Finance Institute: Research paper series ; 2006,30
Bajgrowicz, Pierre [Author]; Scaillet, Olivier [Author]

Jumps in high-frequency data : spurious detections, dynamics, and news

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., 2011

Published in: Swiss Finance Institute: Research paper series ; 2011,36
Bajgrowicz, Pierre [Author]; Scaillet, Olivier [Author]

Technical trading revisited : false discoveries, persistence tests, and transaction costs - [This version: Sept. 2009]

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., 2009

Published in: Swiss Finance Institute: Research paper series ; 2008,05
Lahiani, Amine [Author]; Scaillet, Olivier [Author]

Testing for threshold effect in ARFIMA models : application to US unemployment rate data

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., 2008

Published in: Swiss Finance Institute: Research paper series ; 2008,42
Arvanitis, Stelios [Author]; Scaillet, Olivier [Author]; Topaloglou, Nikolas [Author]

Sparse spanning portfolios and under-diversification with second-order stochastic dominance

View online
Schließen

Access

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, [2024]

Published in: Swiss Finance Institute: Research paper series ; 2024,8
Bakalli, Gaetan [Author]; Guerrier, Stéphane [Author]; Scaillet, Olivier [Author]

A penalized two-pass regression to predict stock returns with time-varying risk premia

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, 2021

Published in: Swiss Finance Institute: Research paper series ; 2021,9
Arvanitis, Stelios [Author]; Scaillet, Olivier [Author]; Topaloglou, Nikolas [Author]

Spanning analysis of stock market anomalies under prospect stochastic dominance - [This version: April 2020]

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, 2020

Published in: Swiss Finance Institute: Research paper series ; 2020,18
Arvanitis, Stelios [Author]; Scaillet, Olivier [Author]; Topaloglou, Nikolas [Author]

Spanning tests for Markowitz stochastic dominance - [Current draft: January 2018]

View online
Schließen

Access

... to E-book via DOI (Volltext ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, January 2018

Published in: Swiss Finance Institute: Research paper series ; 2018,08
Scaillet, Olivier [Author]; Treccani, Adrien [Author]; Trevisan, Christopher [Author]

High-frequency jump analysis of the bitcoin market

View online
Schließen

Access

... to E-book (Volltext ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, June 8, 2017

Published in: Swiss Finance Institute: Research paper series ; 2017,19
Camponovo, Lorenzo [Other]; Scaillet, Olivier [Other]; Trojani, Fabio [Other]

Robust subsampling

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Genève: Swiss Finance Inst., Nov. 2006

Published in: Swiss Finance Institute: Research paper series ; 2006,33
Cosma, Antonio [Author]; Galluccio, Stefano [Author]; Pederzoli, Paola [Author]; Scaillet, Olivier [Author]

Early exercise decision in American options with dividends, stochastic volatility and jumps

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, December 9, 2016

Published in: Swiss Finance Institute: Research paper series ; 2016,73
Cosma, Antonio [Author]; Galluccio, Stefano [Author]; Pederzoli, Paola [Author]; Scaillet, Olivier [Author]

Valuing American options using fast recursive projections

View online
Schließen

Access

... to E-book (Volltext ; PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Luxembourg: Center for Research in Economics and Management, University of Luxembourg, Faculty of Law, Economics and Finance, December, 2015

Published in: Centre for Research in Economics and Management: CREA discussion paper ; 20150020
Fortin, Alain-Philippe [Author]; Gagliardini, Patrick [Author]; Scaillet, Olivier [Author]

Latent Factor Analysis in Short Panels

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2023]

Published in: Swiss Finance Institute Research Paper ; No. 23-44

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication