Narrow search
Showing 1 - 10 of 29
Cover Image
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - 2013
Persistent link: https://www.econbiz.de/10010342712
Cover Image
Dynamic asset correlations based on vines
Poignard, Benjamin; Fermanian, Jean-David - In: Econometric theory 35 (2019) 1, pp. 167-197
Persistent link: https://www.econbiz.de/10012146127
Cover Image
A root n bandwidth selector in hazard estimation
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000945861
Cover Image
Multivariate hazard rates under random censorship
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000927789
Cover Image
On the link between volatilities, regime switching probabilities and correlation dynamics
Fermanian, Jean-David; Malongo, Hassan - In: Annals of economics and statistics 131 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10011995894
Cover Image
The limits of granularity adjustments
Fermanian, Jean-David - In: Journal of banking & finance 45 (2014), pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Cover Image
Single-index copulae
Fermanian, Jean-David; Lopez, Olivier - 2015
Persistent link: https://www.econbiz.de/10011854699
Cover Image
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - In: Econometric theory 33 (2017) 3, pp. 636-663
Persistent link: https://www.econbiz.de/10011810178
Cover Image
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David; Florentin, Clément - In: Journal of risk 20 (2017/2018) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Cover Image
Nonparametric estimation of copulas for time series
Fermanian, Jean-David; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001732499