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researcher

O. Scaillet

8 papers hereh-index 222.2k citations65 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author1
  • middle author2
  • last author4

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.ST3
  • econ.EM2
  • math.ST1
  • q-fin.PM1
  • stat.ME1
same name
  • O. Scaillet — 5 papers, h 11
  • O. Scaillet — 3 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162023
most citedEigenvalue tests for the number of latent factors in short panels

10 citations · 12 across the 5 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

q-fin.ST2017

High-Frequency Jump Analysis of the Bitcoin Market

Olivier Scaillet, Adrien Treccani, Christopher Trevisan

We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November 2013. This gives us a rare opportunity to study an emerging…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.