On multivariate asymmetric dependence using multivariate skew-normal copula-based regression

Pair-copula constructions of multiple dependence

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Natural Sciences, Mathematics, Probability Theory +8

The multivariate skew-normal distribution

Adelchi Azzalini · Biometrika · 1996 · 1.7K citations · Full text

Natural Sciences, Biostatistics, Statistics +10

Vines--a new graphical model for dependent random variables

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Natural Sciences, Decision Sciences, Statistical Modeling +16

An Introduction to the Bootstrap.

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Public Health, Computer Science, Operations Research +7

The Copula-GARCH model of conditional dependencies: An international stock market application

Éric Jondeau, Michael Rockinger · Journal of International Money and Finance · 2006 · 783 citations

Business, Economics, Finance +16