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On the relationships between copulas of order statistics and marginal distributions
4 references·0 citing·13 second hop
On the relationships between copulas of order statistics and marginal distributions (2009)On the relationships between copulas of o…On copulas and their diagonals (2008)On copulas and their diagonalsAbsolutely Continuous Copulas with Given Diagonal Sections (2008)Absolutely Continuous Copulas…On the dependence structure of order statistics (2004)On the dependence structure o…An Introduction to Copulas (1999)An Introduction to CopulasCorrelation and Dependence (2001)An Introduction to Copulas (Springer Series in Statistics) (2006)An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (2007)A Bivariate Semiparametric Control Chart Based on Order Statistics (2016)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)New constructions of diagonal patchwork copulas (2009)Copulas, diagonals, and tail dependence (2014)A Compendium of Copulas (2017)Copulas with maximum entropy (2010)On a comparison between Mahalanobis distance and Choquet integral: The Choquet–Mahalanobis operator (2011)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 2008On copulas and their diagonals56 cited
  • 2004On the dependence structure of order statistics54 cited
  • 2008Absolutely Continuous Copulas with Given Diagonal Sections49 cited

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