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	Title	Authors / Editors	Date
unige:102836	Spanning tests for markowitz stochastic dominance	Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas	2018
unige:110006	The Cross-Sectional Distribution of Fund Skill Measures	Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier	2018
unige:93900	High-frequency jump analysis of the bitcoin market	Scaillet, Olivier; Treccani, Adrien; Trevisan, Christopher	2017
unige:85441	Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy	Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio	2017
unige:82087	Valuing American options using fast recursive projections	Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier	2016
unige:85432	Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets	Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier	2016
unige:84999	Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy	Scaillet, Olivier; Trojani, Fabio; Camponovo, Lorenzo	2016
unige:79975	On ill-posedness of nonparametric instrumental variable regression with convexity constraints	Scaillet, Olivier	2016
unige:90206	Early exercise decision in american options with dividends, stochastic volatility and jumps	Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier	2016
unige:86121	A diagnostic criterion for approximate factor structure	Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier	2016
unige:41800	Jumps in high-frequency data : spurious detections, dynamics, and news	Bajgrowicz, Pierre Georges; Scaillet, Olivier; Treccani, Adrien	2015
unige:76321	Time-varying risk premium in large cross-sectional equity datasets	Ossola, Elisa; Gagilardini, Patrick; Scaillet, Olivier	2015
unige:45582	Hedge fund managers: luck and dynamic assessment	Scaillet, Olivier; Criton, Gilles	2014
unige:45583	Testing for symmetry and conditional symmetry using asymmetric kernels	Fernandes, Marcelo; Mendes, Eduardo F.; Scaillet, Olivier	2014
unige:41856	Valuing American options using fast recursive projections	Cosma, Antonio; Galluccio, Stefano; Scaillet, Olivier	2012
unige:85618	Technical trading revisited: false discoveries,persistence tests, and transaction costs	Scaillet, Olivier; Bajgrowicz, Pierre	2012
unige:79888	Robust subsampling	Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio	2012
unige:79889	Technical trading revisited: False discoveries, persistence tests, and transaction costs	Bajgrowicz, Pierre; Scaillet, Olivier	2012
unige:79890	Nonparametric Instrumental Variable Estimation of Structural Quantile Effects	Scaillet, Olivier; Gagilardini, Patrick	2012
unige:79891	Tikhonov regularization for nonparametric instrumental variable estimators	Gagliardini, Patrick; Scaillet, Olivier	2012

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