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Bayesian approaches to copula modelling
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Bayesian approaches to copula modelling (2013)Bayesian approaches to copula modellingImplicit Copulas: An Overview (2021)Implicit Copulas: An OverviewObjective priors for the number of degrees of freedom of a multivariate t distribution and the t -copula (2018)Objective priors for the numb…A nonparametric Bayesian approach to copula estimation (2018)A nonparametric Bayesian appr…On Nonparametric Measures of Dependence for Random Variables (1981)A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Copula Theory and Its Applications (2010)An Introduction to Copulas (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)The t Copula and Related Copulas (2007)Extreme Correlation of International Equity Markets (2001)A five-factor asset pricing model (2014)
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  • 2021Implicit Copulas: An Overview27 cited
  • 2018Objective priors for the number of degrees of freedom of a multivariate t distribution and the t -copula23 cited
  • 2018A nonparametric Bayesian approach to copula estimation18 cited

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