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On tail dependence coefficients of transformed multivariate Archimedean copulas
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On tail dependence coefficients of transformed multivariate Archimedean copulas (2015)On tail dependence coefficients of transf…Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Sampling Archimedean copulas (2008)Sampling Archimedean copulasExtreme Value Theory: An Introduction (2007)Extreme Value Theory: An Intr…Extreme value theory : an introduction (2006)Extreme value theory : an int…Non‐parametric Estimation of Tail Dependence (2005)Non‐parametric Estimation of …Estimating the tail-dependence coefficient: Properties and pitfalls (2005)Estimating the tail-dependenc…On the use of aggregation operations in information fusion processes (2003)On the use of aggregation ope…Dependence Measures for Extreme Value Analyses (1999)Dependence Measures for Extre…An Introduction to Copulas (1999)An Introduction to CopulasModelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Subexponential distributions and integrated tails (1988)Subexponential distributions …Latent connectives in human decision making (1980)Latent connectives in human d…Extreme Values, Regular Variation and Point Processes (1987)Conditional value-at-risk for general loss distributions (2002)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Top Incomes in the Long Run of History (2011)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Forecast Verification (2011)Understanding Relationships Using Copulas (1998)Extreme-Value Copulas (2010)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)A review of fuzzy set aggregation connectives (1985)Fuzzy integral in multicriteria decision making (1995)Models for production planning under uncertainty: A review (2006)Decision Making in a Fuzzy Environment (2007)Copula Methods in Finance (2004)Construction of asymmetric multivariate copulas (2008)Models for construction of multivariate dependence – a comparison study (2008)Modelling Dependence with Copulas and Applications to Risk Management (2003)Goodness-of-fit tests for copulas: A review and a power study (2007)Extreme events: dynamics, statistics and prediction (2011)Extremal t processes: Elliptical domain of attraction and a spectral representation (2013)On the block maxima method in extreme value theory: PWM estimators (2014)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)Stationary max-stable fields associated to negative definite functions (2009)Statistical Modeling of Spatial Extremes (2012)Power-law distributions in empirical data (2018)
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References

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  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
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  • 2003On the use of aggregation operations in information fusion processes267 cited
  • 2008Sampling Archimedean copulas

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