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Cited by

• 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
• 1998Understanding Relationships Using Copulas1,258 cited
• 2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
• 2007Copula Modeling: An Introduction for Practitioners876 cited
• 2004On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation670 cited
• 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions598 cited
• 2012A review of copula models for economic time series587 cited
• 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions510 cited
• 2007Enjoy the Joy of Copulas: With a Packagecopula508 cited
• 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
• 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models498 cited
• 2007Copulas for Finance - A Reading Guide and Some Applications426 cited
• 2006Estimation of multivariate models for time series of possibly different lengths421 cited
• 2006Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation