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Spanning tests for markowitz stochastic dominance Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas 2018
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The Cross-Sectional Distribution of Fund Skill Measures Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier 2018
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High-frequency jump analysis of the bitcoin market Scaillet, Olivier; Treccani, Adrien; Trevisan, Christopher 2017
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Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio 2017
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Valuing American options using fast recursive projections Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier 2016
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Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier 2016
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Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy Scaillet, Olivier; Trojani, Fabio; Camponovo, Lorenzo 2016
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On ill-posedness of nonparametric instrumental variable regression with convexity constraints Scaillet, Olivier 2016
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Early exercise decision in american options with dividends, stochastic volatility and jumps Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier 2016
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A diagnostic criterion for approximate factor structure Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier 2016
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Time-varying risk premium in large cross-sectional equity datasets Ossola, Elisa; Gagilardini, Patrick; Scaillet, Olivier 2015
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Jumps in high-frequency data : spurious detections, dynamics, and news Bajgrowicz, Pierre Georges; Scaillet, Olivier; Treccani, Adrien 2015
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Hedge fund managers: luck and dynamic assessment Scaillet, Olivier; Criton, Gilles 2014
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Testing for symmetry and conditional symmetry using asymmetric kernels Fernandes, Marcelo; Mendes, Eduardo F.; Scaillet, Olivier 2014
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Valuing American options using fast recursive projections Cosma, Antonio; Galluccio, Stefano; Scaillet, Olivier 2012
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Technical trading revisited: false discoveries,persistence tests, and transaction costs Scaillet, Olivier; Bajgrowicz, Pierre 2012
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Robust subsampling Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio 2012
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Technical trading revisited: False discoveries, persistence tests, and transaction costs Bajgrowicz, Pierre; Scaillet, Olivier 2012
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Tikhonov regularization for nonparametric instrumental variable estimators Gagliardini, Patrick; Scaillet, Olivier 2012
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Nonparametric Instrumental Variable Estimation of Structural Quantile Effects Scaillet, Olivier; Gagilardini, Patrick 2012
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