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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
Recent developments in copula models
Fermanian, Jean-David
- In:
Econometrics : open access journal
5
(
2017
)
3
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011710943
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3
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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4
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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5
Les horaires de travail dans le couple
Fermanian, Jean-David
;
Lagarde, Sylvie
- In:
Economie et statistique
(
1999
)
1/2
,
pp. 89-110
Persistent link: https://www.econbiz.de/10001371427
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6
Les rythmes de travail hors norme
Boisard, Pierre
;
Fermanian, Jean-David
- In:
Economie et statistique
(
1999
)
1/2
,
pp. 111-131
Persistent link: https://www.econbiz.de/10001371429
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7
Réduction collective ou individuelle du temps de travail : que souhaitent les salariés?
Fermanian, Jean-David
;
Galtier, Bénédicte
;
Lagarde, Sylvie
- In:
Economie et statistique
(
1999
)
1/2
,
pp. 161-185
Persistent link: https://www.econbiz.de/10001371433
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8
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:
9
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
Saved in:
10
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
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