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A asymptotic total variation test for copulas
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, … - 2013
Persistent link: https://www.econbiz.de/10010342718
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Recent developments in copula models
Fermanian, Jean-David - In: Econometrics : open access journal 5 (2017) 3, pp. 1-3
Persistent link: https://www.econbiz.de/10011710943
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On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David - In: Annals of economics and statistics 140 (2020), pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
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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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Nonparametric estimation of copulas for time series
Fermanian, Jean-David; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001732499
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Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David; Scaillet, Olivier - 2004
Persistent link: https://www.econbiz.de/10002078333
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Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240436
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Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul; Fermanian, Jean-David; Lang, Gabriel - 2004
Persistent link: https://www.econbiz.de/10003435092
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Single-index copulae
Fermanian, Jean-David; Lopez, Olivier - 2015
Persistent link: https://www.econbiz.de/10011854699
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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