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Olivier SCAILLET
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 Related authors
 ZAKOIAN, Jean-Michel
LINTON, Oliver
PRIGENT, Jean-Luc
GOURIEROUX, Christian
BROZE, Laurence
| | Working papers and articles: (14)
 Semiparametric methods in econometrics 
Fernandes, Marcelo & LINTON, Oliver
& SCAILLET, Olivier
(2007)
The estimation of copulas: theory and practice 
Arthur CHARPENTIER
, Jean-David FERMANIAN
& Olivier SCAILLET
(2006)
Option pricing with discrete rebalancing
PRIGENT, Jean-Luc
& Renault, Olivier & SCAILLET, Olivier
(2004)
Some statistical pitfalls in copula modeling for financial applications
Jean-David FERMANIAN
& Olivier SCAILLET
(2004)
Sensitivity analysis of VaR and Expected shortfall for portfolios under netting agreements
Jean-David FERMANIAN
& Olivier SCAILLET
(2003)
Nonparametric estimation of copulas for time series
Jean-David FERMANIAN
& Olivier SCAILLET
(2003)
Weak Convergence of Hedging Strategies of Contingent Claims
Jean-Luc PRIGENT
& Olivier SCAILLET
(2002)
An Empirical Investigation in Credit Spread Indices
Olivier SCAILLET
& OlivieR RENAULT
& Jean-Luc PRIGENT
(2000)
An Autoregressive Conditional Binomial Option Pricing Model
OlivieR RENAULT
& Jean-Luc PRIGENT
& Olivier SCAILLET
(2000)
Sensitivity Analysis of Values at Risk
Christian GOURIEROUX
& J. P. LAURENT
& Olivier SCAILLET
(2000)
Indirect Inference, Nuisance Parameter and Threshold Moving Average
Alain Guay & Olivier SCAILLET
(1999)
Instrumental Models and Indirect Encompassing
Geert Dhaene & Christian GOURIEROUX
& Olivier SCAILLET
(1998)
Quasi-Indirect Inference For Diffusion Processes
BROZE, Laurence
& SCAILLET, Olivier
& Zako an, Jean-Michel (1998)
Testing for continuous-time models of the short-term interest rate
BROZE, Laurence
& SCAILLET, Olivier
& ZAKOIAN, Jean-Michel
(1995)
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