References

• 2002Dynamic Conditional Correlation7,126 cited
• 2007Pair-copula constructions of multiple dependence2,055 cited
• 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 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
• 2006Uncertainty Analysis with High Dimensional Dependence Modelling665 cited
• 2004Asymptotic efficiency of the two-stage estimation method for copula-based models602 cited
• 2010Dependence Modeling: Vine Copula Handbook325 cited
• 2019Analyzing Dependent Data with Vine Copulas315 cited
• 2009Modeling International Financial Returns with a Multivariate Regime-switching Copula293 cited
• 2012Truncated regular vines in high dimensions with application to financial data279 cited
• 2009On the simplified pair-copula construction — Simply useful or too simplistic?224 cited
• 2012Maximum likelihood estimation of mixed C-vines with application to exchange rates