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Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel - 2004
Persistent link: https://www.econbiz.de/10003435092
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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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Dynamic asset correlations based on vines
Poignard, Benjamin; Fermanian, Jean-David - 2014
Persistent link: https://www.econbiz.de/10010481261
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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
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Optimal Greek weights by Kernel estimation
Elie, Romuald; Fermanian, Jean-David; Touzi, Nizar - 2004
Persistent link: https://www.econbiz.de/10002855875
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Weak convergence of empirical copula processes
Fermanian, Jean-David; Radulovic, Dragan; Wegkamp, Marten H. - 2002
Persistent link: https://www.econbiz.de/10001660114
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001807607
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001812434
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Goodness of fit tests for copulas
Fermanian, Jean-David - 2003
Persistent link: https://www.econbiz.de/10001812439
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460