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Multivariate Modeling with Copulas and Engineering Applications
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Multivariate Modeling with Copulas and Engineering Applications (2023)Multivariate Modeling with Copulas and En…Elements of Copula Modeling with R (2018)Elements of Copula Modeling w…The t Copula and Related Copulas (2007)The t Copula and Related Copu…Copulas for Finance - A Reading Guide and Some Applications (2007)Copulas for Finance - A Readi…Journal De La Société Française De Statistique (2005)Journal De La Société Françai…Copula Methods in Finance (2004)Copula Methods in FinanceModelling Dependence with Copulas and Applications to Risk Management (2003)Modelling Dependence with Cop…Multivariate Statistical Process Control with Industrial Applications (2002)Multivariate Statistical Proc…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Control Charts for Dependent and Independent Measurements Based on Bootstrap Methods (1996)Control Charts for Dependent …Annuity Valuation with Dependent Mortality (1996)Annuity Valuation with Depend…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…A review of multivariate control charts (1995)A review of multivariate cont…Thirty Years of Copulas (1991)Thirty Years of CopulasThe Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Coherent Measures of Risk (1999)Extreme Correlation of International Equity Markets (2001)The distribution of realized stock return volatility (2001)Conditional value-at-risk for general loss distributions (2002)The Econometrics of Financial Markets (2012)Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)Pair-copula constructions of multiple dependence (2007)Tails of multivariate Archimedean copulas (2009)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements (1990)Introduction to Statistical Quality Control (1992)Introduction to Statistical Quality Control (1992)Research Issues and Ideas in Statistical Process Control (1999)Effects of Parameter Estimation on Control Chart Properties: A Literature Review (2006)The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)Modelling Extremal Events (1997)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Kollár Ádám Ferenc levelezése (2000)Statistical monitoring of nonlinear product and process quality profiles (2007)Multivariate Statistical Process Control Using LASSO (2009)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)
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References

  • 1999An Introduction to Copulas7,812 cited
  • 2004Copula Methods in Finance2,020 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 1998Understanding Relationships Using Copulas1,261 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2003Modelling Dependence with Copulas and Applications to Risk Management1,060 cited
  • 2007The t Copula and Related Copulas974 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals806 cited
  • 1995A review of multivariate control charts703 cited
  • 2002Multivariate Statistical Process Control with Industrial Applications443 cited
  • 2007Copulas for Finance - A Reading Guide and Some Applications426 cited
  • 1996Annuity Valuation with Dependent Mortality256 cited
  • 2018Elements of Copula Modeling with R212 cited
  • 1991Thirty Years of Copulas193 cited
  • 2005Journal De La Société Française De Statistique142 cited
  • 1996Control Charts for Dependent and Independent Measurements Based on Bootstrap Methods

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