Olivier Scaillet

Olivier Scaillet

Université de Geneve - Geneva / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1088222
Universität Genf
person_outline Olivier Scaillet's MOST POPULAR ARTICLES
1-) Sensitivity analysis of values at risk Journal of empirical finance 7 (3-4), 225-245, 2000
2-) Nonparametric estimation and sensitivity analysis of expected shortfall Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004
3-) Technical trading revisited: False discoveries, persistence tests, and transaction costs Journal of Financial Economics, 2012
4-) Nonparametric estimation of copulas for time series FAME Research paper, 2002
5-) Nonparametric estimation of copulas for time series FAME Research paper, 2002