Fermanian, Jean-David

1. The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms
   2015/11/24 by Jean‐David Fermanian, Fermanian, Jean-David, Olivier Guéant +3 · 2 citations
   Business, Management and Accounting · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Digital Platforms and Economics #FOS: Economics and business #Financial Markets and Investment Strategies #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)
2. An overview of the goodness-of-fit test problem for copulas
   2012/11/19 by Fermanian, Jean-David · 1 citation
   #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Statistical Finance (q-fin.ST)
3. On the stationarity of Dynamic Conditional Correlation models
   2014/05/27 by Fermanian, Jean-David, Malongo, Hassan · 1 citation
   #60G10 #62F12 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Statistics Theory (math.ST)
4. About Kendall's regression
   2018/02/21 by Alexis Derumigny, Derumigny, Alexis, Jean‐David Fermanian +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #62F12 #62H20 #62J12 #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
5. Testing for equality between conditional copulas given discretized conditioning events
   2020/08/21 by Derumigny, Alexis, Fermanian, Jean-David, Min, Aleksey · 1 citation
   #62G10 #62H05 (Secondary) #62H20 (Primary) 62G20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)
6. Distribution free MMD tests for model selection with estimated parameters
   2023/05/12 by Florian Brück, Brück, Florian, Jean‐David Fermanian +3 · 1 citation
   Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistical Methods and Inference
7. Sparse M-estimators in semi-parametric copula models
   2021/12/23 by Jean‐David Fermanian, Fermanian, Jean-David, Benjamin Poignard +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #62F12 #62G20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary: 62G05 #Secondary: 62J07 #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)