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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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A top-down approach for asset-backed securities : a consistent way od 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/10009727565
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The limits of granularity adjustments
Fermanian, Jean-David - In: Journal of banking & finance 45 (2014), pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
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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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Lower bounds in hazard estimation
Fermanian, Jean-David - 2000
Persistent link: https://www.econbiz.de/10001470521
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Multivariate hazard rates under random censorship
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000927789
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A root n bandwidth selector in hazard estimation
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000945861