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Cited by

• 1998Understanding Relationships Using Copulas1,261 cited
• 2011Large-sample tests of extreme-value dependence for multivariate copulas48 cited
• 2014Financial Engineering with Copulas Explained47 cited
• 2010Nonparametric rank-based tests of bivariate extreme-value dependence38 cited
• 2012Multivariate Extreme Value Methods33 cited
• 2014TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS28 cited
• 2016Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities24 cited
• 2012A Non‐parametric Test of Exchangeability for Extreme‐Value and Left‐Tail Decreasing Bivariate Copulas24 cited
• 2013Nonparametric Identification of Copula Structures24 cited
• 2016Copula-based measures of reflection and permutation asymmetry and statistical tests19 cited
• 2016An order of asymmetry in copulas, and implications for risk management19 cited
• 2018The class of multivariate max-id copulas with $\ell_{1}$-norm symmetric exponent measure19 cited
• 2019Assessing bivariate tail non-exchangeable dependence18 cited
• 2017Some copula inference procedures adapted to the presence of ties17 cited