2

Goodness-of-Fit Tests for Copulas of Multivariate Time Series

Rémillard, Bruno
Journal:
Econometrics
Year:
2017
Language:
english
File:
PDF, 378 KB
english, 2017
3

Copula-based dynamic models for multivariate time series

Nasri, Bouchra R., Rémillard, Bruno N.
Journal:
Journal of Multivariate Analysis
Year:
2019
Language:
english
File:
PDF, 782 KB
english, 2019
7

Forecasting time series with multivariate copulas

Simard, Clarence, Rémillard, Bruno
Journal:
Dependence Modeling
Year:
2015
Language:
english
File:
PDF, 672 KB
english, 2015
9

On Kendall's Process

Philippe Barbe, Christian Genest, Kilani Ghoudi, Bruno Rémillard
Journal:
Journal of Multivariate Analysis
Year:
1996
Language:
english
File:
PDF, 1.16 MB
english, 1996
11

Test of independence and randomness based on the empirical copula process

Christian Genest, Bruno Rémillard
Journal:
TEST
Year:
2004
Language:
english
File:
PDF, 1.19 MB
english, 2004
12

Nonparametric Weighted Symmetry Tests

Belkacem Abdous, Kilani Ghoudi and Bruno Rémillard
Journal:
Canadian Journal of Statistics
Year:
2003
Language:
english
File:
PDF, 1.20 MB
english, 2003
13

On the Robustness of the Snell Envelope

Del Moral, Pierre, Hu, Peng, Oudjane, Nadia, Rémillard, Bruno
Journal:
SIAM Journal on Financial Mathematics
Year:
2011
Language:
english
File:
PDF, 837 KB
english, 2011
14

Optimal hedging in discrete time

Rémillard, Bruno, Rubenthaler, Sylvain
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 1.45 MB
english, 2013
18

On copula-based conditional quantile estimators

Rémillard, Bruno, Nasri, Bouchra, Bouezmarni, Taoufik
Journal:
Statistics & Probability Letters
Year:
2017
Language:
english
File:
PDF, 307 KB
english, 2017
20

Option Pricing in a Discrete Time Model for the Limit Order Book

Simard, Clarence, Remillard, Bruno
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 365 KB
english, 2014
22

Combining Losing Games into a Winning Game

Rémillard, Bruno, Vaillancourt, Jean
Journal:
Fluctuation and Noise Letters
Year:
2019
Language:
english
File:
PDF, 352 KB
english, 2019
23

On the crystal structure of poly(1,4-trans-cyclohexanediyl-dimethylene terephthalate)

Bruno Rémillard, François Brisse
Journal:
Polymer
Year:
1982
Language:
english
File:
PDF, 351 KB
english, 1982
25

A note on tightness

Christian Genest, Kilani Ghoudi, Bruno Rémillard
Journal:
Statistics & Probability Letters
Year:
1996
Language:
english
File:
PDF, 412 KB
english, 1996
27

Testing for equality between two copulas

Bruno Rémillard, Olivier Scaillet
Journal:
Journal of Multivariate Analysis
Year:
2009
Language:
english
File:
PDF, 583 KB
english, 2009
30

Occupation times in systems of null recurrent Markov processes

Tzong-Yow Lee, Bruno Remillard
Journal:
Probability Theory and Related Fields
Year:
1994
Language:
english
File:
PDF, 521 KB
english, 1994
31

Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

Christian Genest, Bruno Rémillard
Journal:
Extremes
Year:
2006
Language:
english
File:
PDF, 538 KB
english, 2006
39

Comparison of specification tests for GARCH models

Ghoudi, Kilani, Rémillard, Bruno
Journal:
Computational Statistics & Data Analysis
Year:
2014
Language:
english
File:
PDF, 381 KB
english, 2014
44

Statistical Modeling and Analysis for Complex Data Problems ||

Duchesne, Pierre, RÉMillard, Bruno
Year:
2005
Language:
english
File:
PDF, 16.59 MB
english, 2005
47

ESTIMATION OF LINNIK LAW PARAMETERS

Theodorescu, Radu, Remillard, Bruno, Jacques, Christiane
Journal:
Statistics & Risk Modeling
Year:
1999
Language:
english
File:
PDF, 669 KB
english, 1999
50

Large Deviations for the Three-Dimensional Super-Brownian Motion

Tzong-Yow Lee and Bruno Remillard
Journal:
The Annals of Probability
Year:
1995
Language:
english
File:
PDF, 991 KB
english, 1995