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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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On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - 2013
Persistent link: https://www.econbiz.de/10010342712
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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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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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Vine-GARCH process : stationarity and asymptotic properties
Poignard, Benjamin; Fermanian, Jean-David - 2016
Persistent link: https://www.econbiz.de/10011854705
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High-dimensional penalized arch processes
Poignard, Benjamin; Fermanian, Jean-David - In: Econometric reviews 40 (2021) 1, pp. 86-107
Persistent link: https://www.econbiz.de/10012483797