Olivier Scaillet

121 papers and 3.5k indexed citations i.

About

Olivier Scaillet has authored 121 papers that have received a total of 3.5k indexed citations. This includes 91 papers in Finance, 46 papers in Economics and Econometrics and 33 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (50 papers), Financial Markets and Investment Strategies (36 papers) and Stochastic processes and financial applications (35 papers). Olivier Scaillet is often cited by papers focused on Financial Risk and Volatility Modeling (50 papers), Financial Markets and Investment Strategies (36 papers) and Stochastic processes and financial applications (35 papers) and collaborates with scholars based in Switzerland, France and Belgium. Olivier Scaillet's co-authors include Patrick Gagliardini, Olivier Renault, Jean‐Luc Prigent, Alexey Medvedev and Jean‐David Fermanian and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics

In The Last Decade

Rankless by CCL
2025