References

• 1999An Introduction to Copulas7,743 cited
• 2004Copula Methods in Finance2,013 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 Ask1,622 cited
• 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
• 2000On Default Correlation1,257 cited
• 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
• 1996Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters777 cited
• 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions598 cited
• 2007Enjoy the Joy of Copulas: With a Packagecopula508 cited
• 2005Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification402 cited
• 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package395 cited
• 2008Sampling nested Archimedean copulas244 cited
• 2008Sampling Archimedean copulas172 cited
• 2012On the structure and estimation of hierarchical Archimedean copulas