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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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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/10002163077
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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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Vine-GARCH process : stationarity and asymptotic properties
Poignard, Benjamin; Fermanian, Jean-David - 2016
Persistent link: https://www.econbiz.de/10011854705
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The finite sample properties of sparse M-estimators with pseudo-observations
Poignard, Benjamin; Fermanian, Jean-David - 2019
Persistent link: https://www.econbiz.de/10012237251