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Ombao, Hernando; Sachs, Rainer Von; Guo, Wensheng - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 519-531

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Beine, Michel; Cosma, Antonio; Vermeulen, Robert - In: Journal of banking & finance 34 (2010) 1, pp. 139-150

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Gourieroux, C.; Scaillet, O. - In: Insurance / Mathematics & economics 20 (1997) 3, pp. 173-196

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Cebrián, A.C.; Denuit, M.; Scaillet, O. - In: Astin bulletin : the journal of the International … 34 (2004) 1, pp. 151-174

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