Narrow search
Showing 1 - 10 of 32
Cover Image
Lower bounds in hazard estimation
Fermanian, Jean-David - 2000
Persistent link: https://www.econbiz.de/10001470521
Cover Image
Multivariate hazard rates under random censorship
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000927789
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A root n bandwidth selector in hazard estimation
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000945861
Cover Image
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David - 2001
Persistent link: https://www.econbiz.de/10001577411
Cover Image
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - 2001
Persistent link: https://www.econbiz.de/10001577508
Cover Image
Goodness of fit tests for copulas
Fermanian, Jean-David - 2003
Persistent link: https://www.econbiz.de/10001812439
Cover Image
Nonparametric estimation of copulas for time series
Fermanian, Jean-David; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001732499