Geneva Finance Research Institute
Ph.D., Université Paris-Dauphine
Uni Pignon - 411
+41 22 379 88 16
Olivier Scaillet is Professor of Probability and Statistics at the University of Geneva. He holds a PhD in Applied Mathematics from the University 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.
Research & 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. pdf
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". Abstract pdf Technical report Data and Matlab Codes