Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance | Research profile
Cette semaine, Jean-David FERMANIAN, professeur de finance à l'ENSAE Paris et chercheur au CREST, vous présente l'ingénieur data scientist financier : un... | By ENSAE Paris | Facebook
Estimation of copulas via Maximum Mean Discrepancy arXiv:2010.00408v2 [stat.ME] 14 Jan 2022
Jean-David Fermanian | DeepAI
Jean-David Fermanian | DeepAI
Jean-David Fermanian
ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance | Research profile
About tests of the “simplifying” assumption for conditional copulas
arXiv:1405.6905v2 [q-fin.MF] 29 Mar 2016
Empirical power of the CCC and VI test for the hypothesis that the... | Download Scientific Diagram
Working Paper Series Some Statistical Pitfalls in Copula Modeling for Financial Applications
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance | Research profile
Jean-David Fermanian Professeur de Finance ENSAE
COPULAS OF A VECTOR-VALUED STATIONARY WEAKLY DEPENDENT PROCESS
Jean-David Fermanian | DeepAI
Agents' Behavior on Multi-Dealer- to-Client Bond Trading Platforms By Jean-David Fermanian, Oliver Gueant, and Arnaud Rachez Discussant: Zvi Wiener The. - ppt download
Fermanian | Freakonometrics
Jean-David Fermanian | DeepAI
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance | Research profile
Research Paper Number 57 Nonparametric Estimation of Copulas for Time Series Authors: Jean-David FERMANIAN - CDC Ixis Capital M
Agents' Behavior on Multi-Dealer- to-Client Bond Trading Platforms By Jean-David Fermanian, Oliver Gueant, and Arnaud Rachez Discussant: Zvi Wiener The. - ppt download
Volatility Strategies for Global and Country Specific European Investors
Jean-David Fermanian - Risk.net
AE&S No 131 – Annals of Economics and Statistics
Notre Dame Des Victoires - 28èmeDimanche du Temps Ordinaire « Relève-toi et va : ta foi t'a sauvé. » Une Église servante Ce samedi matin ont été ordonnés 5 hommes, diacres permanents
arXiv:1612.07349v2 [math.ST] 4 May 2017
Agents' Behavior on Multi-Dealer- to-Client Bond Trading Platforms By Jean-David Fermanian, Oliver Gueant, and Arnaud Rachez Discussant: Zvi Wiener The. - ppt download
Recent Developments in Copula Models
