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CONDITIONAL EXPECTATION FORMULAE FOR COPULAS
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CONDITIONAL EXPECTATION FORMULAE FOR COPULAS (2008)CONDITIONAL EXPECTATION FORMULAE FOR COPU…Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets (2009)Dynamic copula quantile regre…Which Archimedean Copula is the Right One? (2008)Which Archimedean Copula is t…Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (2006)Kernel-based goodness-of-fit …Goodness-of-fit test for copulas (2005)Goodness-of-fit test for copu…An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Copulas and Markov processes (1992)Copulas and Markov processesCopula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes (2022)Copula-based CUSUM charts for…Dealing With Endogeneity in Threshold Models Using Copulas (2019)Dealing With Endogeneity in T…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Goodness-of-fit tests for parametric families of Archimedean copulas (2008)Longitudinal modeling of insurance claim counts using jitters (2012)A Goodness-of-fit Test for Copulas (2013)Random variables, joint distribution functions, and copulas (1973)THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (2004)Copula Theory: An Introduction (2010)Copula Methods for Forecasting Multivariate Time Series (2013)CAViaR (2004)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Quantile dependence of oil price movements and stock returns (2015)Pessimistic portfolio allocation and Choquet expected utility (2017)Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach (2020)A Dependence Metric for Possibly Nonlinear Processes (2004)Copulas for Finance - A Reading Guide and Some Applications (2007)Out-of-sample comparison of copula specifications in multivariate density forecasts (2010)The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis* (2011)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Copula based prediction models: an application to an aortic regurgitation study (2007)Semi-parametric and Parametric Inference of Extreme Value Models for Rainfall Data (2009)Limited-dependent and qualitative variables in econometrics (1983)Sample Splitting and Threshold Estimation (2000)Growth in a Time of Debt (2010)A NEW MEASURE OF RANK CORRELATION (1938)Copula Methods in Finance (2004)A self-starting non-restarting CUSUM chart for monitoring Poisson count data with time-varying sample sizes (2023)Modelling Dependence with Copulas and Applications to Risk Management (2003)Goodness-of-fit tests for copulas: A review and a power study (2007)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 1992Copulas and Markov processes335 cited
  • 2009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets128 cited
  • 2005Goodness-of-fit test for copulas91 cited
  • 2006Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters72 cited
  • 2008Which Archimedean Copula is the Right One?47 cited

Cited by

  • 2019Dealing With Endogeneity in Threshold Models Using Copulas34 cited
  • 2022Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes12 cited

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