References

• 1987Stochastic Simulation2,240 cited
• 2007Pair-copula constructions of multiple dependence2,055 cited
• 2014Dependence Modeling with Copulas1,564 cited
• 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
• 1996Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters777 cited
• 2012Selecting and estimating regular vine copulae and application to financial returns743 cited
• 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
• 1998Multivariate Models and Dependence Concepts352 cited
• 2006Comparison of semiparametric and parametric methods for estimating copulas334 cited
• 2010Dependence Modeling: Vine Copula Handbook325 cited
• 2012Truncated regular vines in high dimensions with application to financial data279 cited
• 2004THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS273 cited
• 2010Pair-Copula Constructions of Multivariate Copulas263 cited
• 2009An empirical analysis of multivariate copula models156 cited
• 2016Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas