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Kernel estimation of Greek weights by parameter randomization
Jean-David Fermanian Professeur de Finance ENSAE
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
PDF) The Estimation of Copulas: Theory and Practice | Arthur Charpentier - Academia.edu
arXiv:1204.2251v1 [q-fin.PR] 10 Apr 2012
Jean-David Fermanian | DeepAI
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance
New Tools for Financial Regulation”
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
Jean-David Fermanian | DeepAI
L'équité dans les algorithmes - Les lundis de l'IA et de la finance #2 - YouTube
Paroles de prof: Jean-David Fermanian, professeur de finance, chercheur au CREST - ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat
Deutsche Bank plugs gaps in senior management - Risk.net
Some Statistical Pitfalls Financial Applications in Copula Modeling for
Nowadays, modeling the joint behavior of several financial assets has become a key challenge for academics and practitioners. It
Single-index copulae
Volatility Strategies for Global and Country Specific European Investors
Non-linear Dependences in Finance"
On kernel-based estimation of conditional Kendall's tau: nite-distance bounds and asymptotic behavior
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
About tests of the “simplifying” assumption for conditional copulas
Jean-Paul LAURENT
TOULOUSE SCHOOL OF ECONOMICS FINANCIAL ECONOMETRICS CONFERENCE TOULOUSE, MAY 21 & 22, 2010 Friday, May 21 8h30-8h35 Welcome
Weak Convergence of Empirical Copula Processes
arXiv:1709.02673v3 [stat.ME] 20 Sep 2018
ElliptCopulas: Inference of Elliptical Distributions and Copulas
