Copulas Publications

Publications in Copulas

Explore the most influential research papers and scholarly works that have shaped Copulas. Use the concept filter below to focus on a specific sub-area of research.

Copulas

2.1K

Publications

112.6K

Citations

Showing yearly statistics from 2000-2026.

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	Year	Citations
Pair-copula constructions of multiple dependence Kjersti Aas, Claudia Czado, Arnoldo Frigessi, Insurance Mathematics and Economics Multivariate AnalysisGraphical ModelBusinessMultidimensional AnalysisStatistical Inference	2007	2K
Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask Christian Genest, Anne‐Catherine Favre Journal of Hydrologic Engineering EngineeringWere AfraidModeling MethodStatistical AnalysisFictitious Numerical Example	2007	1.6K
Statistical Inference Procedures for Bivariate Archimedean Copulas Christian Genest, Louis‐Paul Rivest Journal of the American Statistical Association Density EstimationBivariate DistributionParametric FamilySemi-nonparametric EstimationBusiness	1993	1.2K
The t Copula and Related Copulas Stefano Demarta, Alexander J. McNeil International Statistical Review Mixture DistributionEngineeringMultivariate AnalysisDensity EstimationSkewed T Copula	2007	942
Multivariate distribution models with prescribed marginals and covariances Pei-Ling Liu, Armen Der Kiureghian Probabilistic Engineering Mechanics BusinessStatistical InferenceMultivariate Distribution ModelsMultivariate AnalysisStatistics	1986	941
Measuring financial contagion: A Copula approach Juan Carlos Rodríguez Journal of Empirical Finance Empirical FinanceCopula ApproachFinancial EconomicsFinancial NetworkManagement	2007	818
Multivariate hydrological frequency analysis using copulas Anne‐Catherine Favre, Salah‐Eddine El Adlouni, Luc Perreault, Water Resources Research HydrologyHydrogeologyEngineeringWater ResourcesCatchment Scale	2004	695
Frequency analysis via copulas: Theoretical aspects and applications to hydrological events Gianfausto Salvadori, Carlo De Michele Water Resources Research Return PeriodsEngineeringSpectrum EstimationHydrologic HazardMathematical Statistic	2004	690
Selecting and estimating regular vine copulae and application to financial returns Eike Brechmann, Claudia Czado, Dorota Kurowicka Computational Statistics & Data Analysis Econometric ModelEconomicsEngineeringFinancial DataRegular Vine Copulae	2012	689
Random variables, joint distribution functions, and copulas A. Sklar Czech digital mathematics library Random VariablesEngineeringBusinessStatistical InferenceProbability Theory	1973	682
Inferences on the Association Parameter in Copula Models for Bivariate Survival Data Joanna H. Shih, Thomas Louis Biometrics Bivariate Survival DataLatent ModelingCopulasBiostatisticsEpidemiologic Method	1995	643
Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions Alexander J. McNeil Density EstimationEngineeringSurvival CopulasMultivariate Archimedean CopulasBusiness	2009	622

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