Olivier Scaillet is affiliated with the University of Geneva in Switzerland and has contributed extensively to the field of Economics, Econometrics, and Finance through a variety of research publications.
Their research spans multiple subfields, including Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance, and Aerospace Engineering. The diversity of these areas highlights a broad engagement with both theoretical and applied aspects of economic and financial studies.
The main topics of their work cover important areas such as Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Monetary Policy and Economic Impact, Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Stochastic Processes and Financial Applications, and Spatial and Panel Data Analysis.
Olivier Scaillet has published in various scholarly venues with repeated contributions to the SSRN Electronic Journal and arXiv (Cornell University). Other significant publication outlets include the Journal of Financial Economics, Management Science, and the Journal of Econometrics.
The scientist has collaborated frequently with several coauthors, notably Patrick Gagliardini, Alain-Philippe Fortin, Gaetan Bakalli, Stéphane Guerrier, and Roberto Molinari, indicating active involvement in collaborative research networks.
Recent papers by Olivier Scaillet demonstrate a focus on risk measurement, financial markets, and econometric methods. These include:
The body of work reflects engagement with advanced financial risk and volatility modeling and the development and application of new econometric techniques to understand market dynamics and investment strategies.
Laurent Richard Barras;Olivier Scaillet;R. Wermers
Christian Gourieroux;Jean-Paul Laurent;Olivier Scaillet
Olivier Scaillet
Pierre Georges Bajgrowicz;Olivier Scaillet
Patrick Gagliardini;Elisa Ossola;Olivier Scaillet;Olivier Scaillet
Jean-David Fermanian;Olivier Scaillet
O. Scaillet;O. Scaillet;Jean-David Fermanian
Bruno Rémillard;Olivier Scaillet
Olivier Scaillet
Pierre Georges Bajgrowicz;Olivier Scaillet;Adrien Treccani
Arthur Charpentier;Jean-David Fermanian;Olivier Scaillet
Olivier Renault;Olivier Scaillet
Olivier Scaillet;Adrien Treccani;Christopher Trevisan
Olivier Scaillet
Laurence Broze;Laurence Broze;Olivier Scaillet;Jean-Michel Zakoïan
Peng Cheng;Olivier Scaillet
Taoufik Bouezmarni;Olivier Scaillet
Olivier Scaillet
Jean-David Fermanian;Olivier Scaillet
Alexey Medvedev;Olivier Scaillet
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