Publications (25)

RISK MODELING ON THE BRVM

VINI YVES BERNADIN LOYARA, JEAN ZONGO, AND FABRICE OUOBA

Flexible Dependence Modeling for VaR Using Bernstein’s Copula

Vini Yves Bernadin Loyara, Fabrice Ouoba Kpèbbèwèrè Cédric Somé , Remi Guillaume Bagré and Diakarya Barro

Copula of Bernstein and degree of discordance

Vini Yves Bernadin LOYARA, Fabrice OUOBA and Remi Guillaume BAGRE

Asymptotic convergence of the extremes of a geometric random variables sequence

Frédéric Béré, Caleb-Rodolphe Bazié and Vini Yves Bernadin Loyara