Artykuły udostępnione publicznie: - Olivier ScailletWięcej informacji
Dostępne w jakimś miejscu: 30
Technical trading revisited: False discoveries, persistence tests, and transaction costs
P Bajgrowicz, O Scaillet
Journal of Financial Economics, 2012
Upoważnienia: Swiss National Science Foundation
Time‐varying risk premium in large cross‐sectional equity data sets
P Gagliardini, E Ossola, O Scaillet
Econometrica 84 (3), 985-1046, 2016
Upoważnienia: Swiss National Science Foundation
Testing for equality between two copulas
B Rémillard, O Scaillet
Journal of Multivariate Analysis 100 (3), 377-386, 2009
Upoważnienia: Swiss National Science Foundation
LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING
P Cheng, O Scaillet
Mathematical Finance 17 (4), 575-598, 2007
Upoważnienia: Swiss National Science Foundation
Jumps in high-frequency data: Spurious detections, dynamics, and news
P Bajgrowicz, O Scaillet, A Treccani
Management Science 62 (8), 2198-2217, 2016
Upoważnienia: Swiss National Science Foundation
Testing for stochastic dominance efficiency
O Scaillet, N Topaloglou
Journal of Business & Economic Statistics 28 (1), 169-180, 2010
Upoważnienia: Swiss National Science Foundation
Factors and risk premia in individual international stock returns
I Chaieb, H Langlois, O Scaillet
Journal of Financial Economics 141 (2), 669-692, 2021
Upoważnienia: Science Foundation Ireland, Agence Nationale de la Recherche
Pricing American options under stochastic volatility and stochastic interest rates
A Medvedev, O Scaillet
Journal of Financial Economics 98 (1), 145-159, 2010
Upoważnienia: Swiss National Science Foundation
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
Upoważnienia: Austrian Science Fund, Knut and Alice Wallenberg Foundation, Marcus and …
A diagnostic criterion for approximate factor structure
P Gagliardini, E Ossola, O Scaillet
Journal of Econometrics 212 (2), 503-521, 2019
Upoważnienia: Swiss National Science Foundation
Skill, scale, and value creation in the mutual fund industry
L Barras, P Gagliardini, O Scaillet
The Journal of Finance 77 (1), 601-638, 2022
Upoważnienia: Social Sciences and Humanities Research Council, Canada, Science Foundation …
Nonparametric instrumental variable estimation of structural quantile effects
P Gagliardini, O Scaillet
Econometrica 80 (4), 1533-1562, 2012
Upoważnienia: Swiss National Science Foundation
Local multiplicative bias correction for asymmetric kernel density estimators
M Hagmann, O Scaillet
Journal of Econometrics 141 (1), 213-249, 2007
Upoważnienia: Swiss National Science Foundation
Local transformation kernel density estimation of loss distributions
J Gustafsson, M Hagmann, JP Nielsen, O Scaillet
Journal of Business & Economic Statistics 27 (2), 161-175, 2009
Upoważnienia: Swiss National Science Foundation
Tikhonov regularization for nonparametric instrumental variable estimators
P Gagliardini, O Scaillet
Journal of Econometrics 167 (1), 61-75, 2012
Upoważnienia: Swiss National Science Foundation
Backtesting marginal expected shortfall and related systemic risk measures
D Banulescu-Radu, C Hurlin, J Leymarie, O Scaillet
Management science 67 (9), 5730-5754, 2021
Upoważnienia: Agence Nationale de la Recherche
Estimation of large dimensional conditional factor models in finance
P Gagliardini, E Ossola, O Scaillet
Handbook of econometrics 7, 219-282, 2020
Upoważnienia: Swiss National Science Foundation
Predictability hidden by anomalous observations
L Camponovo, O Scaillet, F Trojani
arXiv preprint arXiv:1612.05072, 2016
Upoważnienia: Swiss National Science Foundation
Early exercise decision in American options with dividends, stochastic volatility, and jumps
A Cosma, S Galluccio, P Pederzoli, O Scaillet
Journal of Financial and Quantitative Analysis 55 (1), 331-356, 2020
Upoważnienia: Swiss National Science Foundation
Robust subsampling
L Camponovo, O Scaillet, F Trojani
Journal of Econometrics, 2011
Upoważnienia: Swiss National Science Foundation
Informacje na temat publikacji i finansowania automatycznie określa program komputerowy