Time-dependent copulas. - Jean-David Fermanian; Marten H. Wegkamp (J. Multivar. Anal., 2012)

Single-index copulas. - Jean-David Fermanian; Olivier Lopez (J. Multivar. Anal., 2018)

A classification point-of-view about conditional Kendall's tau. - Alexis Derumigny; Jean-David Fermanian (Comput. Stat. Data Anal., 2019)

On Kendall's regression. - Alexis Derumigny; Jean-David Fermanian (J. Multivar. Anal., 2020)

Identifiability and estimation of meta-elliptical copula generators. - Alexis Derumigny; Jean-David Fermanian (J. Multivar. Anal., 2022)

Model-based vs. agnostic methods for the prediction of time-varying covariance matrices. - Jean-David Fermanian; Benjamin Poignard; Panos Xidonas (Ann. Oper. Res., 2025)