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An Empirical Analysis of Multivariate Copula Models
Quantitative Finance, 2009Stephan Schlüter, Florian Weigert
exaly
Convergence Results for Patchwork Copulas
European Journal of Operational Research, 2015José Juan Quesada-Molina +2 more
exaly
Joining copulas of extreme implicit dependence copulas
International Journal of Approximate ReasoningNoppawit Yanpaisan +2 more
openaire +1 more source
Fitting Drought Duration and Severity With Two-Dimensional Copulas
Water Resources Management, 2006exaly