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New constructions of diagonal patchwork copulas
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New constructions of diagonal patchwork copulas (2009)New constructions of diagonal patchwork c…Extremes in Nature: An Approach Using Copulas (2014)Extremes in Nature: An Approa…The Advent of Copulas in Finance (2009)The Advent of Copulas in Fina…Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009)Rectangular Patchwork for Biv…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…On the construction of copulas and quasi-copulas with given diagonal sections (2007)On the construction of copula…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS (2007)COPULAS WITH GIVEN DIAGONAL S…Aggregation Functions: A Guide for Practitioners (2007)Aggregation Functions: A Guid…Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…An Introduction to Copulas (Springer Series in Statistics) (2006)An Introduction to Copulas (S…A method to obtain new copulas from a given one (2005)A method to obtain new copula…Copula Methods in Finance (2004)Copula Methods in FinanceA new class of bivariate copulas (2003)A new class of bivariate copu…Symmetry and dependence properties within a semiparametric family of bivariate copulas (2002)Symmetry and dependence prope…Aggregation Operators (2002)Aggregation OperatorsCopulas Constructed from Diagonal Sections (1997)Copulas Constructed from Diag…An Introduction to Copulas (1999)Multivariate extensions of Spearman's rho and related statistics (2006)On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula (2008)Copula-Based Measures of Multivariate Association (2010)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)Efficient estimation of copula-based semiparametric Markov models (2009)Out-of-sample comparison of copula specifications in multivariate density forecasts (2010)The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (2010)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Understanding Relationships Using Copulas (1998)Construction of asymmetric multivariate copulas (2008)Models for construction of multivariate dependence – a comparison study (2008)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Copula Theory: An Introduction (2010)Extreme-Value Copulas (2010)A review of quantification methodologies for multi-hazard interrelationships (2019)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Multivariate multiparameter extreme value models and return periods: A copula approach (2010)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Goodness-of-fit tests for copulas: A review and a power study (2007)A Consensus Model to Detect and Manage Noncooperative Behaviors in Large-Scale Group Decision Making (2013)Pythagorean Membership Grades, Complex Numbers, and Decision Making (2013)Fermatean fuzzy weighted averaging/geometric operators and its application in multi-criteria decision-making methods (2019)Basel Committee On Banking Supervision (2010)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)On the relevance of some families of fuzzy sets (2007)Generalized Bonferroni mean operators in multi-criteria aggregation (2010)Approximate reasoning with generalized orthopair fuzzy sets (2017)
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References

  • 2004Copula Methods in Finance2,013 cited
  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
  • 2007Aggregation Functions: A Guide for Practitioners1,656 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 2006An Introduction to Copulas (Springer Series in Statistics)882 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions598 cited
  • 2014Extremes in Nature: An Approach Using Copulas430 cited
  • 2002Aggregation Operators238 cited
  • 2009The Advent of Copulas in Finance184 cited
  • 2003A new class of bivariate copulas179 cited
  • 2007On the construction of copulas and quasi-copulas with given diagonal sections118 cited
  • 2005A method to obtain new copulas from a given one113 cited
  • 2002Symmetry and dependence properties within a semiparametric family of bivariate copulas91 cited
  • 2007COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS75 cited
  • 2009Rectangular Patchwork for Bivariate Copulas and Tail Dependence72 cited
  • 1997

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Copulas Constructed from Diagonal Sections
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