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A new measure of vector dependence, with applications to financial risk and contagion
Medovikov, Ivan, (2017)
Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose, (2021)
Generalized additive models
Sperlich, Stefan, (2000)
Constrained nonparametric copulas
Gagliardini, Patrick, (2002)
Duration time series models with proportional hazard
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick, (2004)