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1. Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar.
   In: Papers.
   RePEc:arx:papers:1912.10328.

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2. Generalized additive models for conditional dependence structures. (2015). Chavez-Demoulin, Valerie ; Vatter, Thibault.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:141:y:2015:i:c:p:147-167.

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3. Dependent frequency–severity modeling of insurance claims. (2015). Feng, Xiaoping ; Shi, Peng ; Ivantsova, Anastasia.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:417-428.

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4. Measures of tail asymmetry for bivariate copulas. (2013). Rosco, J. ; Joe, Harry.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:54:y:2013:i:3:p:709-726.

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5. Estimating standard errors in regular vine copula models. (2013). Schepsmeier, Ulf ; Stober, Jakob .
   In: Computational Statistics.
   RePEc:spr:compst:v:28:y:2013:i:6:p:2679-2707.

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6. A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania. (2013). Marcu, Nicu ; Acatrinei, Marius ; Gorun, Adrian .
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2013:i:1:p:136-148.

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7. Default Probability Estimation via Pair Copula Constructions. (2013). Dalla Valle, Luciana ; de Giuli, Maria Elena ; Manelli, Claudio ; Tarantola, Claudia.
   In: DEM Working Papers Series.
   RePEc:pav:demwpp:demwp0048.

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8. Nonparametric Multiple Change Point Analysis of the Global Financial Crisis. (2013). Powell, Robert ; Allen, David ; Singh, Abhay K.
   In: KIER Working Papers.
   RePEc:kyo:wpaper:866.

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9. Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; Allen, David ; Mohammad. A. Ashraf, ; Singh, Abhay K.
   In: KIER Working Papers.
   RePEc:kyo:wpaper:843.

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10. Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models. (2013). Okhrin, Ostap ; Zhang, Shulin ; Zhou, Qian M. ; Peter X.-K. Song, .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-041.

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11. Factor copula models for multivariate data. (2013). Krupskii, Pavel ; Joe, Harry.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101.

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12. Simplified pair copula constructions—Limitations and extensions. (2013). Stober, Jakob ; Joe, Harry ; Czado, Claudia.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

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13. Vine constructions of Lévy copulas. (2013). Nicklas, Stephan ; Grothe, Oliver.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:119:y:2013:i:c:p:1-15.

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14. Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas. (2013). Weiß, Gregor N. F., ; Supper, Hendrik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3334-3350.

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15. Canonical vine copulas in the context of modern portfolio management: Are they worth it?. (2013). faff, robert ; Alcock, Jamie ; Brailsford, Timothy ; Low, Rand Kwong Yew, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3085-3099.

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16. On the structure and estimation of hierarchical Archimedean copulas. (2013). Okhrin, Ostap ; Schmid, Wolfgang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:173:y:2013:i:2:p:189-204.

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17. Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach. (2013). Righi, Marcelo ; Ceretta, Paulo Sergio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:199-206.

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18. Mixture of D-vine copulas for modeling dependence. (2013). Jung, Yoon-Sung ; Liao, Shu-Min ; Kim, Jong-Min.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:64:y:2013:i:c:p:1-19.

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19. Pair Copula Construction based Expected Shortfall estimation. (2013). Righi, Marcelo ; Ceretta, Paulo Sergio.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00142.

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20. Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables. (2012). Cabrera, Manuel Ordoez ; Rosalsky, Andrew ; Volodin, Andrei.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:21:y:2012:i:2:p:369-385.

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21. Spillover Effect in the MENA Area: Case of Four Financial Markets. (2012). El Alaoui, Marwane ; Benbachir, Saad.
    In: MPRA Paper.
    RePEc:pra:mprapa:48682.

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22. Operational risk: A Basel II++ step before Basel III. (2012). GUEGAN, Dominique ; Hassani, Bertrand K..
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:11053rr.

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23. Operational risk: A Basel II++ step before Basel III. (2012). GUEGAN, Dominique ; Hassani, Bertrand K..
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:11053r.

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24. Operational risk : A Basel II++ step before Basel III. (2012). Guegan, Dominique ; Hassani, Bertrand.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00722029.

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25. Operational risk : A Basel II++ step before Basel III. (2012). GUEGAN, Dominique.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00722029.

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26. Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Hua, Lei ; Joe, Harry.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503.

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27. Crisis and risk dependencies. (2012). Polle, Simone ; Grundke, Peter.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:223:y:2012:i:2:p:518-528.

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28. Efficient Bayesian inference for stochastic time-varying copula models. (2012). Czado, Claudia ; Almeida, Carlos.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:6:p:1511-1527.

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29. Modelling multi-output stochastic frontiers using copulas. (2012). Steel, Mark ; Steel, Mark F. J., ; Carta, Alessandro .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3757-3773.

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30. Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Joe, Harry ; Li, Haijun ; Nikoloulopoulos, Aristidis K..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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31. An overview of the goodness-of-fit test problem for copulas. (2012). Fermanian, Jean-David.
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32. A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving. (2012). Kohn, Robert ; Peters, Gareth W. ; Alice X. D. Dong, .
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33. Comparing point and interval estimates in the bivariate t-copula model with application to financial data. (2011). Dakovic, Rada ; Czado, Claudia.
    In: Statistical Papers.
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34. Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis. (2011). Grothe, Oliver ; Schnieders, Julius.
    In: EWI Working Papers.
    RePEc:ris:ewikln:2011_005.

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35. Analysis of multidimensional probability distributions with copula functions. II. (2011). Fantazzini, Dean.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0094.

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36. Analysis of multidimensional probability distributions with copula functions. (2011). Fantazzini, Dean.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0077.

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37. An econometric Study for Vine Copulas. (2011). Maugis, Pierre-Andre ; Guegan, Dominique.
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    RePEc:hal:journl:halshs-00645799.

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38. Operational risk: A Basel II++ step before Basel III. (2011). Guegan, Dominique ; Hassani, Bertrand.
    In: Post-Print.
    RePEc:hal:journl:halshs-00639484.

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39. An econometric Study for Vine Copulas. (2011). GUEGAN, Dominique ; Maugis, Pierre-Andre.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00645799.

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40. Tail order and intermediate tail dependence of multivariate copulas. (2011). Hua, Lei ; Joe, Harry.
    In: Journal of Multivariate Analysis.
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41. Spatial dependence in wind and optimal wind power allocation: A copula-based analysis. (2011). Grothe, Oliver ; Schnieders, Julius.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:4742-4754.

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42. Semiparametric bivariate Archimedean copulas. (2011). Hernandez-Lobato, Jose Miguel ; Suarez, Alberto.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:6:p:2038-2058.

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43. Partial correlation with copula modeling. (2011). Jung, Yoon-Sung ; Choi, Taeryon ; Kim, Jong-Min ; Sungur, Engin A..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:3:p:1357-1366.

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44. Contagion effects of the subprime crisis in the European NYSE Euronext markets. (2010). Vieira, Isabel ; Horta, Paulo ; Mendes, Carlos .
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:9:y:2010:i:2:p:115-140.

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45. Financial Applications of Copula-Models. (2010). Penikas, Henry.
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    RePEc:nea:journl:y:2010:i:7:p:24-44.

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46. An Econometric Study of Vine Copulas. (2010). Maugis, Pierre-Andre ; Guegan, Dominique.
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    RePEc:hal:journl:halshs-00492124.

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47. Note on new prospects on vines. (2010). Maugis, Pierre-Andre ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00471362.

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48. New Prospects on Vines. (2010). Maugis, Pierre-Andre ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00348884.

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49. Note on new prospects on vines. (2010). Maugis, Pierre-André ; GUEGAN, Dominique.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00471362.

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50. Tail dependence functions and vine copulas. (2010). Joe, Harry ; Li, Haijun ; Nikoloulopoulos, Aristidis K..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270.

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