Jean David Fermanian

Ecole Nationale de la Statistique et de l'Administration Économique ENSAE ParisTech - Paris / France

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1660477

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Jean David Fermanian's MOST POPULAR ARTICLES

1-) Weak convergence of empirical copula processesJD Fermanian, D Radulovic, M WegkampBernoulli 10 (5), 847-860, 20044932004

2-) Goodness-of-fit tests for copulasJD FermanianJournal of multivariate analysis 95 (1), 119-152, 20054732005

3-) Nonparametric estimation of copulas for time seriesO Scaillet, JD FermanianFAME Research paper, 20023032002

4-) The estimation of copulas: Theory and practiceA Charpentier, JD Fermanian, O ScailletCopulas: From theory to application in finance 35, 20072412007

5-) Some statistical pitfalls in copula modeling for financial applicationsJD Fermanian, O ScailletCapital formation, governance and banking, 57-72, 20051342005

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