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Multivariate copulas, quasi-copulas and lattices
4 references·0 citing·16 second hop
Multivariate copulas, quasi-copulas and lattices (2011)Multivariate copulas, quasi-copulas and l…Sklar’s theorem obtained via regularization techniques (2011)Sklar’s theorem obtained via …Some New Properties of Quasi-Copulas (2002)Some New Properties of Quasi-…Distributions With Given Marginals and Statistical Modelling (2002)Distributions With Given Marg…An Introduction to Copulas (1999)An Introduction to CopulasA Characterization of Quasi-copulas (1999)Best-possible bounds on sets of bivariate distribution functions (2003)Copulas and quasi-copulas: An introduction to their properties and applications (2005)Discrete quasi-copulas (2005)Bivariate copulas generated by perturbations (2012)Random variables, joint distribution functions, and copulas (1973)Multivariate Models and Dependence Concepts (1998)On the distributional transform, Sklar's theorem, and the empirical copula process (2009)Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity (2013)Copulae in High Dimensions: An Introduction (2017)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Bivariate option pricing using dynamic copula models (2005)Introduction to Copulas (2007)A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (2009)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2002Distributions With Given Marginals and Statistical Modelling168 cited
  • 2002Some New Properties of Quasi-Copulas46 cited
  • 2011Sklar’s theorem obtained via regularization techniques35 cited

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