Scaillet Olivier

Professeur Associé - Université de Genève
Associé

Contact

Bureau: 123

Specialité

Micro-économie, théorie du choix social, théorie des jeux, indices de pouvoir, théorie de la répartition de sièges (apportionment)

Articles

  • Nonparametric instrumental variable estimators of quantile structural effects Scaillet Olivier, Gagliardini P. , Econometrica, 80 , p.1533-1562, 2012
  • Tikhonov regularisation for nonparametric instrumental variable estimators Scaillet Olivier, Gagliardini P. , Journal of econometrics, 167 , p.61–75, 2012
  • Robust subsampling Scaillet Olivier, Camponovo L.; Trojani F. , Journal of econometrics, 167 , p.197-210, 2012
  • Testing for stochastic dominance efficiency Scaillet Olivier, Topaloglou N. , Journal of business and economic statistics, 28 , p.169-180, 2010
  • False discoveries in mutual fund performance : Measuring luck in estimated alphas Scaillet Olivier, Barras, Laurent; Wermers, Russ , Journal of finance, 65 , p.179-216, 2010
  • Local Transformation Kernel Density Estimation of Loss Distributions Scaillet Olivier, Gustafsson J., Hagmann M.; Nielsen J. P. , Journal of business and economic statistics, 27 , p.161-175, 2009
  • Testing for equality between two copulas Scaillet Olivier, Rémillard, Bruno , Journal of multivariate analysis, 100 , p.377–386, 2009
  • Testing for threshold effect in ARFIMA models : Application to US unemployment rate data Scaillet Olivier, Lahiania, Amine , International journal of forecasting, 25 , p.418–428, 2009
  • Assessing multivariate predictors of financial market movements : A latent factor framework for ordinal data Scaillet Olivier, Huber, Philippe; Victoria-Feser, Maria-Pia , Annals of Applied Statistics, 3 , p.249-271, 2009