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A root n bandwidth selector in hazard estimation
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000945861
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Multivariate hazard rates under random censorship
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000927789
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About Kendall's regression
Derumigny, Alexis; Fermanian, Jean-David - 2018
Persistent link: https://www.econbiz.de/10012201098
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The finite sample properties of sparse M-estimators with pseudo-observations
Poignard, Benjamin; Fermanian, Jean-David - 2019
Persistent link: https://www.econbiz.de/10012237251
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Single-index copulae
Fermanian, Jean-David; Lopez, Olivier - 2015
Persistent link: https://www.econbiz.de/10011854699
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Vine-GARCH process : stationarity and asymptotic properties
Poignard, Benjamin; Fermanian, Jean-David - 2016
Persistent link: https://www.econbiz.de/10011854705
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Dynamic asset correlations based on vines
Poignard, Benjamin; Fermanian, Jean-David - 2014
Persistent link: https://www.econbiz.de/10010481261
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Agents' behavior on multi-dealer-to-client bond trading platforms
Fermanian, Jean-David; Guéant, Olivier; Rachez, Arnaud - 2015
Persistent link: https://www.econbiz.de/10011443259
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Nonparametric estimation of copulas for time series
Fermanian, Jean-David; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001732499
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Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David; Scaillet, Olivier - 2004
Persistent link: https://www.econbiz.de/10002078333