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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
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David - 2001
Persistent link: https://www.econbiz.de/10001577411
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A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - 2001
Persistent link: https://www.econbiz.de/10001577508
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Lower bounds in hazard estimation
Fermanian, Jean-David - 2000
Persistent link: https://www.econbiz.de/10001470521
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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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A root n bandwidth selector in hazard estimation
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000945861
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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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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