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84篇 您的检索式:作者名="Scaillet"
    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
5Optimal asset allocation for pension funds under mortality risk duringthe accumulation and decumulation phases显示文摘Battocchio P Menoncin F Scaillet 0 2007Annals of Operations Research2007,152,:1
6Evidence for mantle metasomatism by hydrous silicic melts derived from subducted oce- anic crust显示文摘Prouteau G Scaillet B Pichavent M 2001Nature2001,410,:1
7Sulfur degassing from volcanoes:source conditions,surveillance,plume chemistry and earth system impacts显示文摘Oppenheimer C Scaillet B Martin R S 2011Reviews in Mineralogy&Geochemistry2011,73,:1
8Nonparametric estimation of copulas for time series显示文摘J D Fermanian O Scaillet 0,,05:1
9Testing 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
10Experimental Constraints on the Origin of the 1991 Pinatubo Daeite显示文摘PROUTEAU G SCAILLET B 2003Journal of Petrology2003,44,12:1
11Nonparametric estimation of conditional ex- pected shortfall 显示文摘Scaillet O 2005Insurance and Risk Management Journal2005,74,:1
12Nonparametric estimation of copulas for time series显示文摘Fermanial J D Scaillet O 2002Risk2002,4,5:1
13Fluid-present melting of ocean crust in subduction zones 显示文摘Prouteau G Scaillet B Pichavant M 1999Geology1999,27,:1
14Evidence for mantle metasomatism by hydrous silieie melts derived from subdueted oceanic erust显示文摘Prouteau G Scaillet B Pichavant M 2001Nature2001,410,:1
15Fluid-present melting of oceanic crust in subduction zones显示文摘Prouteau G Scaillet B Pichavant M 1999Geology1999,27,:1
16Nonparametric estimation and sensitivity analysis of expected shortfall 显示文摘SCAILLET O 2004Mathematical Finance2004,,14:1
17Evidence for mantle metasomatism by hydrous silicic melts derived from subducted oceanic crust 显示文摘Prouteau G Scaillet B Pichavant M Maury R 2001Nature2001,410,6825:1
18Sensitivity Analysis of VaR and Expected Shortfall for Portfolios under Netting Agreements显示文摘Fermanian Jean-David Scaillet Olivier 2005Joumal of Banking & Finance Elsevier2005,29,4:1
19Oceanic slab melting and mantle metasomatism显示文摘Scaillet B Prouteau G 2001Science Progress2001,84,4:1
20An experimental study of a lower Proterozoic A-type granite from the eastern Amazonian cratiorn,Brazil显示文摘Dall Agnol R Scaillet B Pichavant M 1999Journal of Petrology1999,40,11:1
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