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Diagonal copulas of archimedean class
Communications in Statistics - Theory and Methods, 1996Engin A Sungur, Yimin Yang
exaly
On tail dependence coefficients of transformed multivariate Archimedean copulas
Fuzzy Sets and Systems, 2016Elena Di Bernardino
exaly
On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
Computational statistics (Zeitschrift), 2018Nathan Uyttendaele
semanticscholar +1 more source
Archimedean copulas with applications to $${{\mathrm{VaR}}}$$ VaR estimation
Statistical Methods and Applications, 2015Konrad Furmańczyk
exaly