Olivier SCAILLET
Professeur ordinaire
Geneva Finance Research Institute
Directeur, Geneva Finance Research Institute
Ph.D., 鲍苍颈惫别谤蝉颈迟茅 Paris-Dauphine
Uni Pignon - 411
+41 22 379 88 16
Courriel
Br猫ve biographie
Olivier Scaillet is Professor of Probability and Statistics at the AV短视频. He holds a PhD in Applied Mathematics from the AV短视频 of Paris IX Dauphine. Oliver Scaillet is Deputy Director ( Education) of the GFRI. His research interests are in Asset Pricing, Econometric Theory and Econometrics applied to Finance and Insurance.
Recherche & publications
Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy, with L. Camponovo and F. Trojani, Journal of Financial Econometrics, 15, 3, (2017), 377-387.
Time-varying risk premium in large cross-sectional equity datasets with P. Gagliardini and E. Ossola, Econometrica, 84, 3, (2016), 985-1046.
On ill-posedness of nonparametric instrumental variable regression with convexity constraints, The Econometrics Journal, 19, (2016), 232-236.
A specification test for nonparametric instrumental variable regression, with P. Gagliardini, forthcoming in Annals of Economics and Statistics, Special Issue on "Inverse Problems in Econometrics".
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