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Generalized Diagonal Band Copulas with Two-Sided Generating Densities
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1904The Proof and Measurement of Association between Two Things8,156 cited
  • 1999An Introduction to Copulas7,812 cited
  • 1938A NEW MEASURE OF RANK CORRELATION7,315 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,208 cited
  • 2004Copula Methods in Finance2,020 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,675 cited
  • 2006An Introduction to Copulas1,470 cited
  • 1998Understanding Relationships Using Copulas1,261 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals806 cited
  • 2013Making Hard Decisions with DecisionTools749 cited
  • 1958Ordinal Measures of Association740 cited
  • 2005Actuarial Theory for Dependent Risks536 cited
  • 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models498 cited
  • 1999Correlations and Copulas for Decision and Risk Analysis

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