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New Families of Copulas Based on Periodic Functions

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References

1999An Introduction to Copulas7,743 cited
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1999Fitting bivariate loss distributions with copulas237 cited
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2002Bivariate option pricing with copulas123 cited
2002Fitting bivariate cumulative returns with copulas60 cited
2002Supermodular dependence ordering on a class of multivariate copulas44 cited

Cited by

2007A new family of symmetric bivariate copulas29 cited

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