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Pair Copula Constructions for Multivariate Discrete Data

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2017Pair Copula Constructions for Insurance Experience Rating71 cited
2013Copula-Based Models for Multivariate Discrete Response Data

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2018Dynamic discrete copula models for high‐frequency stock price changes44 cited

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2017Examination and visualisation of the simplifying assumption for vine copulas in three dimensions39 cited

2016Model selection for discrete regular vine copulas39 cited