Olivier Scaillet

Available identifiers

zbMath Open scaillet.olivierMaRDI QIDQ738135

List of research outcomes

Publication	Date of Publication	Type
A penalized two-pass regression to predict stock returns with time-varying risk premia	2023-11-17	Paper
Saddlepoint Approximations for Spatial Panel Data Models	2023-07-04	Paper
A higher-order correct fast moving-average bootstrap for dependent data	2023-06-09	Paper
On ill-posedness of nonparametric instrumental variable regression with convexity constraints	2022-08-02	Paper
Spanning tests for Markowitz stochastic dominance	2020-06-18	Paper
A diagnostic criterion for approximate factor structure	2019-10-23	Paper
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets	2019-01-31	Paper
Tikhonov regularization for nonparametric instrumental variable estimators	2016-08-15	Paper
Robust subsampling	2016-08-15	Paper
Testing for symmetry and conditional symmetry using asymmetric kernels	2015-07-21	Paper
Discussion: Nonparametric estimation of noisy integral equations of the second kind	2014-08-01	Paper
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects	2013-11-08	Paper
Testing for Stochastic Dominance Efficiency	2010-10-11	Paper
Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data	2009-05-20	Paper
Testing for equality between two copulas	2009-02-09	Paper
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases	2008-03-31	Paper
Multivariate wavelet-based shape-preserving estimation for dependent observations	2008-01-09	Paper
Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters	2007-03-29	Paper
A kolmogorov-smirnov type test for positive quadrant dependence	2006-01-16	Paper
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA	2005-06-07	Paper
Testing for Concordance Ordering	2005-03-30	Paper
Density estimation using inverse and reciprocal inverse Gaussian kernels	2004-09-27	Paper
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall	2004-05-27	Paper
Instrumental Models and Indirect Encompassing	2002-05-28	Paper
https://portal.mardi4nfdi.de/entity/Q2782362	2002-01-01	Paper
Convergence of discrete time option pricing models under stochastic interest rates	2000-05-24	Paper
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary	2000-05-24	Paper
Path dependent options on yields in the affine term structure model	1999-05-25	Paper
Unemployment insurance and mortgages	1998-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q4867312	1996-03-31	Paper
Default risk and derivative products	1996-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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