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Upper tail dependence in rainfall extremes: would we know it if we saw it?
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Upper tail dependence in rainfall extremes: would we know it if we saw it? (2014)Upper tail dependence in rainfall extreme…Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Modeling Multivariate Distrib…Quotient correlation: A sample based alternative to Pearson’s correlation (2008)Quotient correlation: A sampl…Enjoy the Joy of Copulas: With a Packagecopula (2007)Enjoy the Joy of Copulas: Wit…Non‐parametric Estimation of Tail Dependence (2005)Non‐parametric Estimation of …Estimating the tail-dependence coefficient: Properties and pitfalls (2005)Estimating the tail-dependenc…Multivariate Extreme Value Distributions (2000)Multivariate Extreme Value Di…Dependence Measures for Extreme Value Analyses (1999)Dependence Measures for Extre…An Introduction to Copulas (1999)An Introduction to CopulasA nonparametric estimation procedure for bivariate extreme value copulas (1997)A nonparametric estimation pr…Bivariate Threshold Methods for Extremes (1992)Bivariate Threshold Methods f…Extreme Values, Regular Variation and Point Processes (1987)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)The Asymptotic Theory of Extreme Order Statistics (1990)Copula Methods in Finance (2004)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Power outages and firm performance in Sub-Saharan Africa (2018)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Multivariate multiparameter extreme value models and return periods: A copula approach (2010)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Bivariate Extreme Value Theory: Models and Estimation (1988)A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula (2001)Extreme-Value Copulas (2010)Statistics of Extremes (2015)Extreme Correlation of International Equity Markets (2001)Selecting copulas for risk management (2007)Modelling of extremal events in insurance and finance (1994)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Multivariate non-normally distributed random variables in climate research – introduction to the copula approach (2008)Copula Methods for Forecasting Multivariate Time Series (2013)Crash Sensitivity and Cross-Section of Expected Stock Returns (2016)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)The behavior of multivariate maxima of moving maxima processes (2004)On the estimation and application of max-stable processes (2009)Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (2012)Jump tails, extreme dependencies, and the distribution of stock returns (2012)Bivariate Distributions with Given Extreme Value Attractor (2000)Multivariate generalized Pareto distributions (2006)Extreme events: dynamics, statistics and prediction (2011)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 1999Dependence Measures for Extreme Value Analyses802 cited
  • 2007Enjoy the Joy of Copulas: With a Packagecopula508 cited
  • 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package395 cited
  • 2005Non‐parametric Estimation of Tail Dependence333 cited
  • 2005Estimating the tail-dependence coefficient: Properties and pitfalls328 cited
  • 1997A nonparametric estimation procedure for bivariate extreme value copulas292 cited
  • 2000Multivariate Extreme Value Distributions282 cited
  • 1992Bivariate Threshold Methods for Extremes195 cited
  • 2008Quotient correlation: A sample based alternative to Pearson’s correlation66 cited

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