Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Three-stage estimation method for non-linear multiple time-series.
Copula function, Multiple time series, Three stage estimator
Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach.
Copula function, Multiple time series, Tail dependence, Three stage estimator