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Construction of asymmetric multivariate copulas

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Eckhard Liebscher

https://doi.org/10.1016/j.jmva.2008.02.025 Actions

Erratum to “Construction of asymmetric multivariate copulas” [J. Multivariate Anal. 99 (2008) 2234–2250]

JOURNAL ARTICLE published April 2011 in Journal of Multivariate Analysis

Authors: Eckhard Liebscher

https://doi.org/10.1016/j.jmva.2010.12.004 Actions

Dependence structure of conditional Archimedean copulas

JOURNAL ARTICLE published March 2008 in Journal of Multivariate Analysis

Authors: Mhamed Mesfioui | Jean-François Quessy

https://doi.org/10.1016/j.jmva.2006.10.007 Actions

Dependence properties and Bayesian inference for asymmetric multivariate copulas

JOURNAL ARTICLE published November 2019 in Journal of Multivariate Analysis

Authors: Julyan Arbel | Marta Crispino | Stéphane Girard

https://doi.org/10.1016/j.jmva.2019.06.008 Actions

The multivariate normal distribution and copulas

BOOK CHAPTER published 2023 in Simulation

Authors: Sheldon M. Ross

https://doi.org/10.1016/b978-0-32-385738-3.00011-0 Actions

Extremal dependence of copulas: A tail density approach

JOURNAL ARTICLE published February 2013 in Journal of Multivariate Analysis

Research funded by NSF (CMMI 0825960,DMS 1007556)

Authors: Haijun Li | Peiling Wu

https://doi.org/10.1016/j.jmva.2012.07.005 Actions

On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Authors: Thimo M. Kasper

https://doi.org/10.1016/j.jmva.2023.105275 Actions

A class of multivariate copulas based on products of bivariate copulas

JOURNAL ARTICLE published September 2015 in Journal of Multivariate Analysis

Authors: Gildas Mazo | Stéphane Girard | Florence Forbes

https://doi.org/10.1016/j.jmva.2015.06.001 Actions

Construction and sampling of Archimedean and nested Archimedean Lévy copulas

JOURNAL ARTICLE published June 2015 in Journal of Multivariate Analysis

Authors: Oliver Grothe | Marius Hofert

https://doi.org/10.1016/j.jmva.2014.12.004 Actions

Corrigendum to: “The centred parametrization for the multivariate skew-normal distribution” [J. Multivariate Anal. 99 (2008) 1362–1382]

JOURNAL ARTICLE published April 2009 in Journal of Multivariate Analysis

Authors: Reinaldo B. Arellano-Valle | Adelchi Azzalini

https://doi.org/10.1016/j.jmva.2008.10.005 Actions

Construction of Multivariate Copulas and the Compatibility Problem

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Christophe REG Laforge

https://doi.org/10.2139/ssrn.956041 Actions

Corrigendum to “Asymptotic results in segmented multiple regression” [J. Multivariate Anal. 99 (2008) 2016–2038]

JOURNAL ARTICLE published July 2017 in Journal of Multivariate Analysis

Authors: Jeankyung Kim | Hyune-Ju Kim

https://doi.org/10.1016/j.jmva.2017.05.002 Actions

Modelling Asymmetric Dependence of Financial Returns with Multivariate Dynamic Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valentin Braun | Martin Grziska

https://doi.org/10.2139/ssrn.2725914 Actions

Modeling Asymmetric Dependence of Financial Returns with Multivariate Dynamic Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Valentin Braun | Martin Grizska

https://doi.org/10.2139/ssrn.1826287 Actions

ANNOUNCEMENT

JOURNAL ARTICLE published January 2008 in Journal of Multivariate Analysis

https://doi.org/10.1016/s0047-259x(07)00144-3 Actions

Tools for Sampling Multivariate Archimedean Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Mario R. Melchiori

https://doi.org/10.2139/ssrn.1124682 Actions

Multivariate lag-windows and group representations

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Arthur Berg

https://doi.org/10.1016/j.jmva.2008.02.038 Actions

On an asymmetric extension of multivariate Archimedean copulas based on quadratic form

JOURNAL ARTICLE published 14 December 2016 in Dependence Modeling

Authors: Elena Di Bernardino | Didier Rullière

https://doi.org/10.1515/demo-2016-0019 Actions

Multivariate conditional density estimation with copulas

DISSERTATION published

Authors: Felipe Hernandez Bisca

https://doi.org/10.11606/d.104.2021.tde-27012022-160537 Actions

Tails of multivariate Archimedean copulas

JOURNAL ARTICLE published August 2009 in Journal of Multivariate Analysis

Authors: Arthur Charpentier | Johan Segers

https://doi.org/10.1016/j.jmva.2008.12.015 Actions
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