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Scaillet, Olivier
 
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 TitleAuthors / EditorsDate
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 A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary Leblanc, Barbara; Renault, Olivier; Scaillet, Olivier 2000
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 A diagnostic criterion for approximate factor structure Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier 2019
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 A fast subsampling method for nonlinear dynamic models Hong, H.; Scaillet, Olivier; Tamer, E. 2001
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 A higher-order correct fast moving-average bootstrap for dependent data La Vecchia, Davide; Moor, Alban; Scaillet, Olivier 2020
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 A kolmogorov-smirnov type test for positive quadrant dependence Scaillet, Olivier 2005
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 A Kolmogorov-Smirnov type test for positive quadrant dependence Scaillet, Olivier 2005
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 A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives Denuit, M.; Goderniaux, A.-C.; Scaillet, Olivier 2005
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 A Kolmogorov–Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives Denuit, Michel; Goderniaux, Anne-Cécile; Scaillet, Olivier 2007
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 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements Huber, Philippe; Scaillet, Olivier; Victoria-Feser, Maria-Pia 2005
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 A primer on weather derivatives Barrieu, Pauline; Scaillet, Olivier 2010
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 A simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics Medvedev, Alexey; Scaillet, Olivier 2003
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 A specification test for nonparametric instrumental variable regression Gagliardini, P.; Scaillet, Olivier 2007
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 An auto-regressive conditional binomial option pricing model Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier 2001
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 An empirical investigation in credit spread indices Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier 2001
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 Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility Medvedev, Alexey; Scaillet, Olivier 2007
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 Approximation and Calibration of Short-Term implied Volatilities under Jump-Diffusion Stochastic Volatility Medvedev, Alexey; Scaillet, Olivier 2006
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 Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data Huber, Philippe; Victoria-Feser, Maria-Pia; Scaillet, Olivier 2009
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 Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data Huber, Philippe; Scaillet, Olivier; Victoria-Feser, Maria-Pia 2008
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 Backtesting marginal expected shortfalland related systemic risk measures Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, Jeremy; Scaillet, Olivier 2020
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 Bartlett identities tests Chesher, Andrew; Dhaene, Geert; Gourieroux, Christian; Scaillet, Olivier 1999
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