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Theorie
Theory
27
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Nichtparametrisches Verfahren
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12
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11
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Fermanian, Jean-David
27
Malongo, Hassan
3
Florentin, Clément
2
Salanié, Bernard
2
Wegkamp, Marten H.
2
Cetingoz, Adil Rengim
1
Derumigny, Alexis
1
Doukhan, Paul
1
Elie, Romuald
1
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1
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1
Lang, Gabriel
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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3
Annals of economics and statistics
2
Econometric theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
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1
Journal of banking & finance
1
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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ECONIS (ZBW)
27
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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
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2
A top-down approach for asset-backed securities : a consistent way od managing prepayment, default and interest rate risks
Fermanian, Jean-David
- In:
The journal of real estate finance and economics
46
(
2013
)
3
,
pp. 480-515
Persistent link: https://www.econbiz.de/10009727565
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3
On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David
- In:
Annals of economics and statistics
140
(
2020
),
pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
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4
A root n bandwidth selector in hazard estimation
Fermanian, Jean-David
-
1996
Persistent link: https://www.econbiz.de/10000945861
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5
Multivariate hazard rates under random censorship
Fermanian, Jean-David
-
1996
Persistent link: https://www.econbiz.de/10000927789
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6
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
Saved in:
7
Single-index copulae
Fermanian, Jean-David
;
Lopez, Olivier
-
2015
Persistent link: https://www.econbiz.de/10011854699
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Nonparametric estimation of copulas for time series
Fermanian, Jean-David
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001732499
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