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Extremes of nonexchangeability
2 references·11 citing·34 second hop
Extremes of nonexchangeability (2007)Extremes of nonexchangeabilityAn Introduction to Copulas (1999)An Introduction to CopulasOn Nonparametric Measures of Dependence for Random Variables (1981)On Nonparametric Measures of …On the copula correlation ratio and its generalization (2020)On the copula correlation rat…Estimating scale-invariant directed dependence of bivariate distributions (2020)Estimating scale-invariant di…On the family of multivariate chi-square copulas (2016)On the family of multivariate…TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (2014)TIME IRREVERSIBLE COPULA-BASE…Bivariate copulas: Transformations, asymmetry and measures of concordance (2014)Bivariate copulas: Transforma…Assessing and Modeling Asymmetry in Bivariate Continuous Data (2013)Assessing and Modeling Asymme…Measures of tail asymmetry for bivariate copulas (2012)Measures of tail asymmetry fo…Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009)Rectangular Patchwork for Biv…Measures of non-exchangeability for bivariate random vectors (2008)Measures of non-exchangeabili…COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS (2007)COPULAS WITH GIVEN DIAGONAL S…Construction of non-exchangeable bivariate distribution functions (2007)Construction of non-exchangea…Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Analysis of directional dependence using asymmetric copula-based regression models (2013)Understanding Relationships Using Copulas (1998)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Spatial contagion between financial markets: a copula‐based approach (2009)Characterization of all copulas associated with non-continuous random variables (2011)Quantitative Risk Management (2011)Copulas, diagonals, and tail dependence (2014)Ordinal Measures of Association (1958)Random variables, joint distribution functions, and copulas (1973)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Correlations and Copulas for Decision and Risk Analysis (1999)Copulas for Finance - A Reading Guide and Some Applications (2007)Construction of asymmetric multivariate copulas (2008)Copula Theory: An Introduction (2010)Multivariate copulas: Transformations, symmetry, order and measures of concordance (2014)A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation (2004)On tests of radial symmetry for bivariate copulas (2013)On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (2017)Modeling asymmetrically dependent multivariate ocean data using truncated copulas (2021)Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Dependence Modeling with Copulas (2014)The new family of Fisher copulas to model upper tail dependence and radial asymmetry: Properties and application to high‐dimensional rainfall data (2018)Enjoy the Joy of Copulas: With a Packagecopula (2007)Principles of Copula Theory (2015)On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation (2021)On a multivariate copula-based dependence measure and its estimation (2022)qad : An R‐package to detect asymmetric and directed dependence in bivariate samples (2022)Absolutely Continuous Copulas with Given Diagonal Sections (2008)On copulas and their diagonals (2008)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1999An Introduction to Copulas7,743 cited
  • 1981On Nonparametric Measures of Dependence for Random Variables601 cited

Cited by

  • 2007COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS75 cited
  • 2009Rectangular Patchwork for Bivariate Copulas and Tail Dependence72 cited
  • 2007Construction of non-exchangeable bivariate distribution functions67 cited
  • 2013Assessing and Modeling Asymmetry in Bivariate Continuous Data48 cited
  • 2008Measures of non-exchangeability for bivariate random vectors44 cited
  • 2014Bivariate copulas: Transformations, asymmetry and measures of concordance39 cited
  • 2020Estimating scale-invariant directed dependence of bivariate distributions35 cited
  • 2016On the family of multivariate chi-square copulas34 cited
  • 2012Measures of tail asymmetry for bivariate copulas34 cited
  • 2014TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS28 cited
  • 2020On the copula correlation ratio and its generalization24 cited

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