Cécile Mercadier

Publication Activity (10 Years)

Years Active: 2012-2017
Publications (10 Years): 2

Top Topics

Multivariate Normal

Financial Time Series

Top Venues

Finance Stochastics

J. Appl. Probab.

J. Multivar. Anal.

Publications

François Wahl, Cécile Mercadier, Céline Helbert
A standardized distance-based index to assess the quality of space-filling designs. Stat. Comput. 27 (2) (2017)
Laurens de Haan, Cécile Mercadier, Chen Zhou
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. Finance Stochastics 20 (2) (2016)
Anne-Laure Fougères, Cécile Mercadier, John P. Nolan
Dense classes of multivariate extreme value distributions. J. Multivar. Anal. 116 (2013)
Anne-Laure Fougères, Cécile Mercadier
Risk Measures and Multivariate Extensions of Breiman's Theorem. J. Appl. Probab. 49 (2) (2012)