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Cited by

• 2005Using Trivariate Copulas to Model Sample Selection and Treatment Effects143 cited
• 1996Linkages: A Tool for the Construction of Multivariate Distributions with Given Nonoverlapping Multivariate Marginals51 cited
• 2020Copula modeling for discrete random vectors48 cited
• 2011Characterization of all copulas associated with non-continuous random variables48 cited
• 2017A Note on Identification of Bivariate Copulas for Discrete Count Data47 cited
• 2009Constructing copula functions with weighted geometric means45 cited
• 2013Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)41 cited
• 2017A Compendium of Copulas41 cited
• 2017The effect of copulas on time-variant reliability involving time-continuous stochastic processes32 cited
• 2017Inference for copula modeling of discrete data: a cautionary tale and some facts30 cited
• 2007Modelling Dependence for Credit Derivatives with Copulas27 cited