Poignard, Benjamin
- 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)