Jean-David Fermanian

According to our database, Jean-David Fermanian authored at least 6 papers between 2012 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Model-based vs. agnostic methods for the prediction of time-varying covariance matrices.

Jean-David Fermanian, Benjamin Poignard, Panos Xidonas

Ann. Oper. Res., March, 2025

2022

Identifiability and estimation of meta-elliptical copula generators.

Alexis Derumigny, Jean-David Fermanian

J. Multivar. Anal., 2022

2020

On Kendall's regression.

Alexis Derumigny, Jean-David Fermanian

J. Multivar. Anal., 2020

2019

A classification point-of-view about conditional Kendall's tau.

Alexis Derumigny, Jean-David Fermanian

Comput. Stat. Data Anal., 2019

2018

Single-index copulas.

Jean-David Fermanian, Olivier Lopez

J. Multivar. Anal., 2018

2012

Time-dependent copulas.

Jean-David Fermanian, Marten H. Wegkamp

J. Multivar. Anal., 2012