References

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• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1999An Introduction to Copulas7,743 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
• 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
• 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
• 2007Pair-copula constructions of multiple dependence2,055 cited
• 2004Copula Methods in Finance2,013 cited
• 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
• 2004Insurance: Mathematics and Economics1,308 cited
• 1998Understanding Relationships Using Copulas1,258 cited
• 2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
• 1997Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling1,022 cited
• 1996Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters777 cited