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Publications by O. Scaillet

Tikhonov Regularization for Nonparametric Instrumental Variable Estimators

SSRN Electronic Journal

English

A Fast Subsampling Method for Nonlinear Dynamic Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

A Correction Note on the First Passage Time of an Ornstein-Uhlenbeck Process to a Boundary

Finance and Stochastics

English

Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility

SSRN Electronic Journal

English

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Ideological Segregation Online and Offline *

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