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A goodness of fit test for copulas based on Rosenblatt's transformation

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2007Copula model evaluation based on parametric bootstrap48 cited

2013Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)41 cited

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2016Goodness-of-fit test for specification of semiparametric copula dependence models35 cited

2006Omnibus Goodness-of-Fit Tests for Copulas: A Review and a Power Study33 cited

2012Crisis and risk dependencies32 cited

2010A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market30 cited

2007A COPULA TEST SPACE MODEL HOW TO AVOID THE WRONG COPULA CHOICE28 cited

2009De copulis non est disputandum26 cited

2010A goodness-of-fit test for Archimedean copula models in the presence of right censoring23 cited