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49篇 您的检索式:作者名="SCAILLET O"
    题名 作者 年代 出处 被引量
1Sensitivity analysis of Values at Risk显示文摘Gourieroux C Laurent J P Scaillet O 2000Journal of Empirical Finance2000,7,34:1
2Nonparametric estimation of copulas for time series 显示文摘Fermanian J D Scaillet O 2003Journal of Risk2003,5,4:1
3Nonparametric Estimation of Conditional Expected Shortfall显示文摘SCAILLET O 2005Insurance and Risk Management Journal2005,74,:1
4Quasiindirect inference fordiffusion processes显示文摘 Scaillet O Zakoian J M 1998Econometric Theory1998,14,:1
5Nonparametric estimation of copulas for time series显示文摘J D Fermanian O Scaillet 0,,05:1
6Testing for continuous-time models of the short-term interest rate显示文摘Bronze L Scaillet O Zakoian J M 1995Journal of Empirical Finance1995,,2:1
7Nonparametric estimation of conditional ex- pected shortfall 显示文摘Scaillet O 2005Insurance and Risk Management Journal2005,74,:1
8Nonparametric estimation of copulas for time series显示文摘Fermanial J D Scaillet O 2002Risk2002,4,5:1
9Nonparametric estimation and sensitivity analysis of expected shortfall 显示文摘SCAILLET O 2004Mathematical Finance2004,,14:1
10A Nonparametric Analysis of Stock Index Return Dependence Through Bivariatc Copulas显示文摘 2002European Investment Review2002,,1:1
11Nonparametric Estimation of Conditional Expected Shortfall 显示文摘Scaillet O 2005Insurance and Risk Management Journal2005,74,:1
12On the way to recovery: a nonparametrie bias free estimation of recovery rates densities显示文摘Renault O and Scaillet O 2004Journal of Banking and Finance2004,28,:1
13Non-Parametric Estimation of Copulas for Time Series 显示文摘SCAILLET O FERMANIAN J D 2003Journal o{ Risk2003,5,:1
14Sensitivity a- nalysis of values at risk显示文摘Gourieroux C Scaillet O Laurent J P 2000Journal of Empirical Fi nance2000,7,3:1
15Nonparametric estimation and sensitivity a- nalysis of expected shortfall 显示文摘Scaillet O 2004Mathematical Fi- nance2004,14,1:1
16Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall显示文摘Scaillet O 2004Mathematical Finance2004,14,1:1
17Sensitivity analysis of values at risk 显示文摘Gourieroux C Laurent J P Scaillet O 2000Journal of Empirical Finance2000,7,:1
18Sensitivity analysis of values at risk显示文摘C Gourieroux J P Laurent O Scaillet 2000Journal of Empirical Finance2000,7,:1
19Nonparametric estimation and sensitivity analysis of expected shortfall显示文摘Scaillet O 2001Mathematical Finance2001,14,1:1
20Nonparametric estimation of conditional expected shortfall,revue assurances at gestion des risques显示文摘Scaillet O 2005Insurance and Risk Management Journal2005,74,:1
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