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Tail Behaviour of Copulas BOOK CHAPTER published 2010 in Copula Theory and Its Applications |
Generalisations of copulas: semi-copulas BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
Generalisations of copulas: quasi-copulas BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
Multivariate Copulas OTHER published 25 June 2004 in Copula Methods in Finance |
Copulas and approximation BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
Copulas and measures BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
Option Pricing with Copulas OTHER published 25 June 2004 in Copula Methods in Finance |
Copulas and stochastic dependence BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
The Markov product of copulas BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
Copulas: basic definitions and properties BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
A compendium of families of copulas BOOK CHAPTER published 27 July 2015 in Principles of Copula Theory |
Pair-Copula Constructions of Multivariate Copulas BOOK CHAPTER published 2010 in Copula Theory and Its Applications |
Extreme-Value Copulas BOOK CHAPTER published 2010 in Copula Theory and Its Applications |
Construction and Sampling of Nested Archimedean Copulas BOOK CHAPTER published 2010 in Copula Theory and Its Applications |
Relationships Between Archimedean Copulas and Morgenstern Utility Functions BOOK CHAPTER published 2010 in Copula Theory and Its Applications |
Copulas and Estimation of Markov Processes BOOK CHAPTER published 2016 in Convolution Copula Econometrics |
Semi-copulas and Interpretations of Coincidences Between Stochastic Dependence and Ageing BOOK CHAPTER published 2010 in Copula Theory and Its Applications |
Statistics of Copulas OTHER published 4 March 2017 in Introduction to Bayesian Estimation and Copula Models of Dependence |
On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas BOOK CHAPTER published 2010 in Copula Theory and Its Applications |
Copulas BOOK CHAPTER published 2018 in Elements of Copula Modeling with R |