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Cited by

• 2016The empirical beta copula76 cited
• 2013Derivatives and Fisher information of bivariate copulas66 cited
• 2013Flexible dependence modeling of operational risk losses and its impact on total capital requirements58 cited
• 2014Financial Engineering with Copulas Explained47 cited
• 2016Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models45 cited
• 2021Copulae: An overview and recent developments43 cited
• 2017A Compendium of Copulas41 cited
• 2016Model selection for discrete regular vine copulas39 cited
• 2017Sensitivity to Serial Dependency of Input Processes: A Robust Approach39 cited
• 2019A new approach to measure systemic risk: A bivariate copula model for dependent censored data37 cited
• 2015Spatial composite likelihood inference using local C-vines34 cited
• 2016From the Samuelson volatility effect to a Samuelson correlation effect: An analysis of crude oil calendar spread options31 cited
• 2020Copulas and their potential for ecology28 cited
• 2018Why Are FGM Copulas Successful? A Simple Explanation25 cited
• 2014An exchangeable Kendall's tau for clustered data