Prof. Scaillet’s research published in the Handbook of Econometrics
Prof. Olivier Scaillet’s article “Estimation of large dimensional conditional factor models in finance” co-written with Prof. Patrick Gagliardini (Università della Svizzera italiana and Swiss Finance Institute) and Elisa Ossola (European Commission Joint Research Centre) will be published in the upcoming volume of the Handbook of Econometrics.
Six volumes of this very prestigious series have been issued since 1983, gathering renowned econometricians, including eight Nobel Prize Laureates. Prof. Scaillet and Prof Gagliardini are the first professors from Swiss institutions to be selected for publication.
November 17, 2020