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Fermanian, Jean-David RERO - Library Network of Western Switzerland German National Library Sudoc [ABES], France National Library of France Swiss National Library

Fermanian, J. -D. ISNI

VIAF ID: 73958522 (Personal)

Permalink: http://viaf.org/viaf/73958522

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Contributions à l'analyse nonparamétrique des fonctions de hasard sur données multivariées et censurées Sudoc [ABES], France
Contributions à l'analyse statistique des modèles de dépendance en grande dimension. Sudoc [ABES], France
Couverture du risque de volatilité et de corrélation dans un portefeuille Sudoc [ABES], France
Evaluation de la pertinence des catégories socioprofessionnelles (CSP) : rapport Sudoc [ABES], France
Hedging volatility and correlation risk in a portfolio. Sudoc [ABES], France
Modèles à densité et applications au risque de crédit et de contrepartie. Sudoc [ABES], France
Modélisation de la dépendance entre processus stochastiques en temps continu : une application aux marchés de l'électricité et à la gestion des risques. Sudoc [ABES], France
Modelling the dependence of order statistics and nonparametric estimation.. Sudoc [ABES], France
Multivariate hazard rates under random censorship Sudoc [ABES], France National Library of France
New approaches for high-dimensional multivariate GARCH models. Sudoc [ABES], France
Non linear dependences in finance. Sudoc [ABES], France
Nonparametric estimation of copulas for time series RERO - Library Network of Western Switzerland Swiss National Library
A root n bandwidth selector in hazard estimation National Library of France
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements RERO - Library Network of Western Switzerland Swiss National Library
Some statistical pitfalls in copula modeling for financial applications RERO - Library Network of Western Switzerland Swiss National Library
Some statistical results in high-dimensional dependence modeling Sudoc [ABES], France
Stochastic Invariance and Stochastic Volterra Equations Sudoc [ABES], France

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