References

• 1999An Introduction to Copulas7,743 cited
• 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
• 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
• 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
• 2012A review of copula models for economic time series587 cited
• 2004Weak convergence of empirical copula processes396 cited
• 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package395 cited
• 2006Comparison of semiparametric and parametric methods for estimating copulas334 cited
• 2005Semiparametric estimation in copula models316 cited
• 2009Copula goodness-of-fit testing: an overview and power comparison270 cited
• 2012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions235 cited
• 2008Testing for equality between two copulas190 cited
• 2009A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems118 cited
• 2011Tests of symmetry for bivariate copulas113 cited
• 2010Comparison of three semiparametric methods for estimating dependence parameters in copula models