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Perturbation of bivariate copulas
8 references·0 citing·25 second hop
Perturbation of bivariate copulas (2014)Perturbation of bivariate copulasCopulas, diagonals, and tail dependence (2014)Copulas, diagonals, and tail …A new extension of bivariate FGM copulas (2008)A new extension of bivariate …Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions (2006)Constructing Generalized FGM …An Introduction to Copulas (Springer Series in Statistics) (2006)An Introduction to Copulas (S…A new class of bivariate copulas (2003)A new class of bivariate copu…An Introduction to Copulas (1999)An Introduction to CopulasThe Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)The Performance of Some Corre…On Nonparametric Measures of Dependence for Random Variables (1981)Modelling Extremal Events (1997)New constructions of diagonal patchwork copulas (2009)Generalized bivariate copulas and their properties (2011)Bivariate copulas generated by perturbations (2012)Correlation and Dependence (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Hierarchical structure in financial markets (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Clustering of time series via non-parametric tail dependence estimation (2014)Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets? (2024)Copula Methods in Finance (2004)Goodness-of-fit tests for copulas: A review and a power study (2007)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)Copula Theory: An Introduction (2010)Extreme-Value Copulas (2010)A review of quantification methodologies for multi-hazard interrelationships (2019)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)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Modeling Browsing Behavior at Multiple Websites (2004)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)
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References

  • 1999An Introduction to Copulas7,743 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
  • 1960The Performance of Some Correlation Coefficients for a General Bivariate Distribution424 cited
  • 2003A new class of bivariate copulas179 cited
  • 2008A new extension of bivariate FGM copulas61 cited
  • 2006Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions49 cited
  • 2014Copulas, diagonals, and tail dependence45 cited

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