Modèles ARCH et applications financières

Statistique et modeles econometriques

Notions générales, estimation, prévision algorithme

The econometrics of individual risk

Econometrics of Qualitative Dependent Variables (Themes in Modern Econometrics)

Econometrics of Qualitative Dependent Variables

Tests, régions de confiance, choix de modèles, théorie asymptotique

Granularity Theory With Applications To Finance And Insurance

Granularity Theory With Applications To Finance And Insurance

Financial risks

Risque de crédit