Olivier Scaillet
- Saddlepoint approximations for spatial panel data models
2020/01/22 by Chaonan Jiang, Davide La Vecchia, Jiang, Chaonan +5 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Methodology (stat.ME) #Regional Economics and Spatial Analysis #Spatial and Panel Data Analysis #Statistics Theory (math.ST) #demographic modeling and climate adaptation #econ.EM #math.ST #stat.ME #stat.TH
- High-Frequency Jump Analysis of the Bitcoin Market
2017/04/26 by Olivier Scaillet, Adrien Treccani, Scaillet, Olivier +3 · 1 voice · 1 citation
Economics, Econometrics and Finance · #FOS: Economics and business #Statistical Finance (q-fin.ST) #q-fin.ST
- Spanning Tests for Markowitz Stochastic Dominance
2018/10/25 by Stelios Arvanitis, Arvanitis, Stelios, Olivier Scaillet +3 · 1 citation
Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Economics and business #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST) #econ.EM #q-fin.PM #q-fin.ST
- Sparse spanning portfolios and under-diversification with second-order stochastic dominance
2024/02/02 by Stelios Arvanitis, Arvanitis, Stelios, Olivier Scaillet +3 · 1 citation
Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)