| The dark side of global integration: Increasing tail dependence M Beine, A Cosma, R Vermeulen Journal of Banking & Finance 34 (1), 184-192, 2010 | 254 | 2010 |
| Multivariate wavelet-based shape-preserving estimation for dependent observations A Cosma, O Scaillet, R Von Sachs Bernoulli 13 (2), 301-329, 2007 | 28 | 2007 |
| Early exercise decision in american options with dividends, stochastic volatility, and jumps A Cosma, S Galluccio, P Pederzoli, O Scaillet Journal of Financial and Quantitative Analysis 55 (1), 331-356, 2020 | 27 | 2020 |
| A nonparametric ACD model A Cosma, F Galli CORE Discussion paper, 2006 | 6* | 2006 |
| Valuing American options using fast recursive projections A Cosma, S Galluccio, P Pederzoli, O Scaillet Available at SSRN 2091236, 2016 | 4 | 2016 |
| A Nonparametric ACD Model A Cosma, F Galli Discussion paper, 2005 | 3 | 2005 |
| A nonparametric ACD model A Cosma, F Galli Financial Mathematics, Volatility and Covariance Modelling, 122-144, 2019 | 1 | 2019 |
| Inference in conditional moment restriction models when there is selection due to stratification A Cosma, AV Kostyrka, G Tripathi The Econometrics of Complex Survey Data 39, 137-171, 2019 | 1 | 2019 |
| The Dark Side of Global Integration: Increasing Tail Dependence A Cosma, M Beine, R Vermeulen LSF Research Working Paper Series, 2009 | 1 | 2009 |
| Nonparametric analysis for risk management and market microstructure A Cosma Faculté des Sciences Économiques, Sociales et Politiques, Université …, 2004 | 1 | 2004 |
| Indirect inference for nonlinear panel data A Cosma, F Galli 48th Scientific meeting of the Italian statistical society, 2016 | | 2016 |
| Algorithmes et marchés d'options A Cosma D’Lëtzebuerger Land, 2014 | | 2014 |
| Azzalini, A. On Gauss’s characterization of the normal distribution 169 M Banerjee, X Bardina, N Beerenwinkel, A Begyn, V Bentkus, T Bojdecki, ... Bernoulli 13 (4), 1199-1204, 2007 | | 2007 |
| FACULTE DES SCIENCES ECONOMIQUES ET SOCIALES A Cosma, O Scaillet | | |
| Wavelet estimation sous contraintes des fonctions de densité et de repartition pour des données multivariées corrélées A Cosma, R von Sachs, O Scaillet | | |
| and Probability A COSMA, O SCAILLET, R SACHS, K SIEGRIST, V BENTKUS, BY JING, ... | | |
