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2. A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza.
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4. Dependence and mixing for perturbations of copula-based Markov chains. (2022). Nthiani, Mathias Muia ; Longla, Martial ; Ndikwa, Fidel Djongreba.
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5. Copula-based time series with filtered nonstationarity. (2022). Xiao, Zhijie ; Chen, Xiaohong ; Wang, BO.
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6. Stationary vine copula models for multivariate time series. (2022). Nagler, Thomas ; Kruger, Daniel ; Min, Aleksey.
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7. Goodness-of-fit test of copula functions for semi-parametric univariate time series models. (2021). Zhang, Shulin ; Zhou, Qian M ; Lin, Huazhen.
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10. On some basic features of strictly stationary, reversible Markov chains. (2021). Bradley, Richard C.
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11. Implicit Copulas: An Overview. (2021). Smith, Michael Stanley.
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12. Time series models with infinite-order partial copula dependence. (2021). Bladt, Martin ; McNeil, Alexander J.
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13. Extremal points of Lorenz curves and applications to inequality analysis. (2021). , Javier ; Mora-Corral, Carlos ; Ba, Amparo.
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14. Vector copulas. (2021). Henry, Marc ; Fan, Yanqin.
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15. Time series copula models using d-vines and v-transforms. (2021). Bladt, Martin ; McNeil, Alexander J.
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16. Modelling volatile time series with v-transforms and copulas. (2021). McNeil, Alexander J.
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17. Copula-based Markov process. (2020). Liu, Yong ; Fang, Jun ; Yang, Jingping ; Jiang, Fan.
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18. Copula-Based Time Series With Filtered Nonstationarity. (2020). Xiao, Zhijie ; Chen, Xiaohong ; Wang, BO.
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19. Copula-Based Time Series With Filtered Nonstationarity. (2020). Xiao, Zhijie ; Chen, Xiaohong ; Wang, BO.
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20. Diffusion Copulas: Identification and Estimation. (2020). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun.
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21. Econometrics of valuing income contingent student loans using administrative data: groups of English students. (2019). Shephard, Neil ; van der Erve, Laura ; Britton, Jack.
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22. COUPLING COUPLES WITH COPULAS: ANALYSIS OF ASSORTATIVE MATCHING ON RISK ATTITUDE. (2019). Moffatt, Peter ; Nikoloulopoulos, Aristidis K.
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23. An Exponential Inequality for U-Statistics Under Mixing Conditions. (2018). Han, Fang.
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24. Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun.
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25. Inversion copulas from nonlinear state space models with an application to inflation forecasting. (2018). Smith, Michael ; Maneesoonthorn, Worapree.
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26. Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon.
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27. Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun.
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28. Analysis of tourism demand serial dependence structure for forecasting. (2017). Wu, Yuan ; Xie, Wenjun ; Zhu, Liang ; Lim, Christine.
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29. Time Series Copulas for Heteroskedastic Data. (2017). Smith, Michael ; Maneesoonthorn, Worapree ; Loaiza-Maya, Rub'En.
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30. On tail dependence coefficients of transformed multivariate Archimedean copulas. (2016). Rulliere, Didier ; di Bernardino, Elena.
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31. On the Non-Asymptotic Properties of Regularized M-estimators. (2016). Pouzo, Demian.
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32. Forecasting time series with multivariate copulas. (2015). Clarence, Simard ; Bruno, Remillard .
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33. Multivariate Markov Families of Copulas. (2015). Wolfgang, Schmidt ; Ludger, Overbeck .
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34. On mixtures of copulas and mixing coefficients. (2015). Longla, Martial.
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35. Copula modelling of dependence in multivariate time series. (2015). Smith, Michael.
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36. Vine Copula Specifications for Stationary Multivariate Markov Chains. (2015). Beare, Brendan ; Seo, Juwon.
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37. On tail dependence coefficients of transformed multivariate Archimedean copulas. (2014). di Bernardino, Elena.
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38. Nonparametric tests for tail monotonicity. (2014). Berghaus, Betina ; Bucher, Axel.
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39. A note on testing independence by a copula-based order selection approach. (2013). Kiwitt, Sebastian ; Neumeyer, Natalie.
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40. Beyond Correlation: Measuring Interdependence Through Complementarities. (2013). Strulovici, Bruno ; Meyer, Margaret.
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41. Estimating non-linear serial and cross-interdependence between financial assets. (2013). Righi, Marcelo ; Ceretta, Paulo Sergio.
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42. Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew.
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43. Some aspects of modeling dependence in copula-based Markov chains. (2012). Longla, Martial ; Peligrad, Magda.
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44. A review of copula models for economic time series. (2012). Patton, Andrew.
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45. Copula-based semiparametric models for multivariate time series. (2012). Papageorgiou, Nicolas ; Soustra, Frederic ; Remillard, Bruno.
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46. Time-dependent copulas. (2012). Wegkamp, Marten H ; Fermanian, Jean-David.
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47. Time irreversible copula-based Markov Models. (2012). Beare, Brendan ; Seo, Juwon.
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48. Forecasting Volatility with Copula-Based Time Series Models. (2011). van Dijk, Dick ; Sokolinskiy, Oleg.
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49. Copula based models for serial dependence. (2011). Aiube, Cecilia ; Beatriz Vaz de Melo Mendes, .
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50. A copula-based model of speculative price dynamics in discrete time. (2011). Mulinacci, Sabrina ; Cherubini, Umberto ; Romagnoli, Silvia.
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