Olivier Scaillet
About
In The Last Decade
Olivier Scaillet
110 papers receiving 2.8k citations
Hit Papers
Peers
Comparison fields: 5 of 97
- Finance 2.3k
- Economics and Econometrics 1.3k
- Management Science and Operations Research 637
- Statistics and Probability 553
- General Economics, Econometrics and Finance 522
Countries citing papers authored by Olivier Scaillet
This map shows the geographic impact of Olivier Scaillet's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Olivier Scaillet with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Olivier Scaillet more than expected).
Fields of papers citing papers by Olivier Scaillet
This network shows the impact of papers produced by Olivier Scaillet. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Olivier Scaillet. The network helps show where Olivier Scaillet may publish in the future.
Co-authorship network of co-authors of Olivier Scaillet
This figure shows the co-authorship network connecting the top 25 collaborators of Olivier Scaillet. A scholar is included among the top collaborators of Olivier Scaillet based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Olivier Scaillet. Olivier Scaillet is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 1 | |
| 3 | 2 | |
| 4 | 1 | |
| 5 | 30 | |
| 6 | Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures | 1 |
| 7 | 55 | |
| 8 | Hedge fund managers: luck and dynamic assessment | 6 |
| 9 | We propose a technique to avoid spurious detections of jumps in highfrequency data via an explicit thresholding on available test statistics | 0 |
| 10 | 8 | |
| 11 | 20 | |
| 12 | Robust Resampling Methods for Time Series | 1 |
| 13 | Local Transformation Kernel Density Estimation of Loss | 3 |
| 14 | 32 | |
| 15 | 6 | |
| 16 | 13 | |
| 17 | Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall | 11 |
| 18 | Mortality Risk and Real Optimal Asset Allocation for Pension Funds | 2 |
| 19 | Reversed Score and Likelihood Ratio Tests | 11 |
| 20 | Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates | 2 |
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.