Scaillet, Olivier

 
 
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2019

Scientific Articles

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A diagnostic criterion for approximate factor structureGagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier;

Working paper

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Estimation of large dimensional conditional factor models in financeGagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier;

2014

Scientific Articles

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Testing for symmetry and conditional symmetry using asymmetric kernelsFernandes, Marcelo; Mendes, Eduardo F.; Scaillet, Olivier;

Professional Articles

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Hedge fund managers: luck and dynamic assessmentScaillet, Olivier; Criton, Gilles;

2007

Scientific Articles

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A Kolmogorov–Smirnov-Type Test for Shortfall Dominance Against Parametric AlternativesDenuit, Michel; Goderniaux, Anne-Cécile; Scaillet, Olivier;
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