Tails of multivariate Archimedean copulas

Multivariate Models and Dependence Concepts.

Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations

Business, Biostatistics, Statistical Modeling +12

MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*

Andrew J. Patton · International Economic Review · 2006 · 2.1K citations

Social Sciences, Economics, Econometrics +10

A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence

David Clayton · Biometrika · 1978 · 2K citations

Public Health, Biostatistics, Clinical Epidemiology +11

Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask

Christian Genest, Anne‐Catherine Favre · Journal of Hydrologic Engineering · 2007 · 1.6K citations

Natural Resources, Hydrology, Water Resources Management +16

Understanding Relationships Using Copulas

Edward W. Frees, Emiliano A. Valdez · North American Actuarial Journal · 1998 · 1.3K citations

Business, Insurance, Actuarial Science +13