References

• 1999An Introduction to Copulas7,743 cited
• 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
• 2004Copula Methods in Finance2,013 cited
• 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
• 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
• 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
• 2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
• 2001Testing Density Forecasts, With Applications to Risk Management859 cited
• 2004On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation670 cited
• 2001Market Models: A Guide to Financial Data Analysis493 cited
• 2005Estimation of copula-based semiparametric time series models435 cited
• 2006Estimation of multivariate models for time series of possibly different lengths421 cited
• 2006Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation407 cited
• 2005Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification402 cited
• 2004