| Weak convergence of empirical copula processes JD Fermanian, D Radulovic, M Wegkamp Bernoulli 10 (5), 847-860, 2004 | 541 | 2004 |
| Goodness-of-fit tests for copulas JD Fermanian Journal of multivariate analysis 95 (1), 119-152, 2005 | 507 | 2005 |
| Nonparametric estimation of copulas for time series O Scaillet, JD Fermanian FAME Research paper, 2002 | 332 | 2002 |
| The estimation of copulas: Theory and practice A Charpentier, JD Fermanian, O Scaillet Copulas: From theory to application in finance 35, 2007 | 244 | 2007 |
| Some statistical pitfalls in copula modeling for financial applications JD Fermanian, O Scaillet Capital formation, governance and banking, 57-72, 2005 | 136 | 2005 |
| Time-dependent copulas JD Fermanian, MH Wegkamp Journal of Multivariate Analysis 110, 19-29, 2012 | 132* | 2012 |
| Hedging default risks of CDOs in Markovian contagion models JP Laurent, A Cousin, JD Fermanian Quantitative Finance 11 (12), 1773-1791, 2011 | 92 | 2011 |
| A nonparametric simulated maximum likelihood estimation method JD Fermanian, B Salanie Econometric Theory 20 (4), 701-734, 2004 | 76 | 2004 |
| Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements JD Fermanian, O Scaillet Journal of Banking & Finance 29 (4), 927-958, 2005 | 74 | 2005 |
| Les horaires de travail dans le couple JD Fermanian, S Lagarde Economie et statistique 321 (1), 89-110, 1999 | 69 | 1999 |
| An overview of the goodness-of-fit test problem for copulas JD Fermanian Copulae in Mathematical and Quantitative Finance: Proceedings of the …, 2013 | 58 | 2013 |
| About tests of the “simplifying” assumption for conditional copulas A Derumigny, JD Fermanian Dependence Modeling 5 (1), 154-197, 2017 | 50 | 2017 |
| An empirical central limit theorem with applications to copulas under weak dependence P Doukhan, JD Fermanian, G Lang Statistical Inference for Stochastic Processes 12, 65-87, 2009 | 49* | 2009 |
| Le temps de travail des cadres JD Fermanian Insee Première, 1999 | 48 | 1999 |
| Les rythmes de travail hors norme P Boisard, JD Fermanian Économie et statistique 321 (1), 111-131, 1999 | 42 | 1999 |
| Single-index copulas JD Fermanian, O Lopez Journal of Multivariate Analysis 165, 27-55, 2018 | 38 | 2018 |
| Dynamic frailties and credit portfolio modelling: The authors estimate and discuss a reduced-from credit portfolio model in a proportional hazard framework M Delloye, J Fermanian, M Sbai RISK-LONDON-RISK MAGAZINE LIMITED- 19 (10), 100, 2006 | 32* | 2006 |
| Nonparametric estimation of competing risks models with covariates JD Fermanian Journal of Multivariate Analysis 85 (1), 156-191, 2003 | 31 | 2003 |
| Combining cumulative sum change‐point detection tests for assessing the stationarity of univariate time series A Bücher, JD Fermanian, I Kojadinovic Journal of Time Series Analysis 40 (1), 124-150, 2019 | 29 | 2019 |
| Copulas: from theory to application in finance A Charpentier, JD Fermanian, O Scaillet Risk Books, chap. The estimation of copulas: Theory and practice, 2007 | 29 | 2007 |
