References

• 2007Pair-copula constructions of multiple dependence2,082 cited
• 2000On Default Correlation1,465 cited
• 1998Understanding Relationships Using Copulas1,261 cited
• 2003Modelling Dependence with Copulas and Applications to Risk Management1,060 cited
• 1999Fitting bivariate loss distributions with copulas237 cited
• 2010Monte Carlo Methods and Models in Finance and Insurance165 cited
• 2009An empirical analysis of multivariate copula models156 cited
• 2005Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection148 cited
• 1998“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998115 cited
• 2011Tests of symmetry for bivariate copulas113 cited
• 2006Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence60 cited
• 2013On tests of radial symmetry for bivariate copulas38 cited
• 2016Goodness-of-fit test for specification of semiparametric copula dependence models35 cited
• 2013Nonparametric Identification of Copula Structures24 cited

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