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Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(p, q) processes2019
Preprints, Working Papers, ...
hal-02176276v1
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Predicting risk with risk measures : an empirical study2018
Preprints, Working Papers, ...
hal-01791026v1
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On the Dependence between Quantiles and Dispersion Estimators2018
Preprints, Working Papers, ...
hal-02296832v1
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Pro-cyclicality of Risk Measurements - Empirical Quantification and Theoretical ConfirmationStatistics [math.ST]. Sorbonne Université, 2020. English. ⟨NNT : ⟩
Theses
tel-02954165v1
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