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51
TEMPS DE TRAVAIL - Les rythmes de travail hors normes - Des cadres aux ouvriers, trois salariés sur dix y sont soumis, dans le tertiaire comme dans l'industrie
Boisard, Pierre
;
Fermanian, Jean-David
- In:
Economie et statistique : E & S
(
1999
)
321-322
,
pp. 111-132
Persistent link: https://www.econbiz.de/10007522304
Saved in:
52
TEMPS DE TRAVAIL - Les horaires de travail dans le couple - Plus l'un des conjoints travaille, plus l'autre fait de même, sauf quand ils ont de jeunes enfants
Fermanian, Jean-David
;
Lagarde, Sylvie
- In:
Economie et statistique : E & S
(
1999
)
321-322
,
pp. 89-110
Persistent link: https://www.econbiz.de/10007522305
Saved in:
53
Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10005879004
Saved in:
54
Secteur public - secteur privé : les écarts de temps de travail - (Le 4 Pages du CEE) Dans le cadre du débat sur la réduction du temps de travail et au moment de l'application de la loi sur les 35 heures, la comparaison du temps effectivement travaillé dans les secteurs public et privé apporte un élément supplémentaire. Ainsi, la durée moyenne hebdomadaire du travail dans la fonction publique ...
Boisard, Pierre
;
Fermanian, Jean-David
- In:
Problèmes économiques : le meilleur de la presse et …
(
2000
)
2652
,
pp. 15-16
Persistent link: https://www.econbiz.de/10007510547
Saved in:
55
CREDIT PORTFOLIO MODELLING: Dynamic frailties and credit portfolio modelling - The authors estimate and discuss a reduced-form credit portfolio model in a proportional hazard framework. They propose an innovative method of generating flexible amounts of dependence between underlying defaults by introducing unobservable dynamic common explanatory variables, called dynamic frailties.
Delloye, Martin
;
Fermanian, Jean-David
;
Sbai, Mohammed
- In:
Risk : managing risk in the world's financial markets
19
(
2006
)
10
,
pp. 100-105
Persistent link: https://www.econbiz.de/10007377736
Saved in:
56
A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
Fermanian, Jean-David
;
Salanié, Bernard
- In:
Econometric theory
20
(
2004
)
4
,
pp. 701-734
Persistent link: https://www.econbiz.de/10006962881
Saved in:
57
A Top-Down Approach for Asset-Backed Securities: A Consistent Way of 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/10010091824
Saved in:
58
Risk analysis - Hammers and nails - Excess regard for the techniques we know can lead to these methods being misapplied. Risk managers too often fall into this trap.
Fermanian, Jean-David
;
Vigneron, Olivier
- In:
Risk : managing risk in the world's financial markets
23
(
2010
)
2
,
pp. 91-92
Persistent link: https://www.econbiz.de/10008385405
Saved in:
59
Nonparametric estimation of copulas for time series
Fermanian, Jean-David
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001732499
Saved in:
60
Weak convergence of empirical copula processes
Fermanian, Jean-David
;
Radulovic, Dragan
;
Wegkamp, Marten H.
-
2002
Persistent link: https://www.econbiz.de/10001660114
Saved in:
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