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On the multidimensional extension of countermonotonicity and its applications
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On the multidimensional extension of countermonotonicity and its applications (2014)On the multidimensional extension of coun…The complete mixability and convex minimization problems with monotone marginal densities (2011)The complete mixability and c…ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (2011)ESTIMATORS BASED ON KENDALL'S…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate extensions of Spearman's rho and related statistics (2006)Multivariate extensions of Sp…Copula Methods in Finance (2004)Copula Methods in FinanceArchimedean copulae and positive dependence (2004)Archimedean copulae and posit…The concept of comonotonicity in actuarial science and finance: theory (2002)The concept of comonotonicity…Distributions With Given Marginals and Statistical Modelling (2002)Distributions With Given Marg…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Multivariate concordance (1990)Multivariate concordanceOn measures of concordance (1984)On measures of concordanceOrdinal Measures of Association (1958)Ordinal Measures of Associati…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management (2006)The Proof and Measurement of Association between Two Things (1904)A NEW MEASURE OF RANK CORRELATION (1938)Rank Correlation Methods. (1957)Modelling Dependence with Copulas and Applications to Risk Management (2003)The t Copula and Related Copulas (2007)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Extreme-Value Copulas (2010)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)The concept of comonotonicity in actuarial science and finance: applications (2002)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Constructing Uncertainty Sets for Robust Linear Optimization (2009)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)An empirical analysis of herd behavior in global stock markets (2010)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)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)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Introductory Econometrics for Finance (2008)Multivariate conditional versions of Spearman's rho and related measures of tail dependence (2006)Extremal Dependence Concepts (2015)Construction of asymmetric multivariate copulas (2008)Models for construction of multivariate dependence – a comparison study (2008)
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References

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  • 1998Understanding Relationships Using Copulas1,258 cited
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  • 2002Distributions With Given Marginals and Statistical Modelling168 cited
  • 2011The complete mixability and convex minimization problems with monotone marginal densities141 cited
  • 2004Archimedean copulae and positive dependence130 cited
  • 2011ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS

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