Journal of Multinational Financial Management · 2018 · 18 citations · 52 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Return ModelingCapital MarketsCointegration AnalysisDependence ModelingForeign Exchange RiskStock MarketsCopula EstimationCopula ModelsDependence In Asset ReturnsStock Market ReturnsVine Copulas
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Multivariate Models and Dependence Concepts.
Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations
Extreme Correlation of International Equity Markets
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MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
Andrew J. Patton · International Economic Review · 2006 · 2.1K citations
Pair-copula constructions of multiple dependence
Kjersti Aas, Claudia Czado, Arnoldo Frigessi et al. · Insurance Mathematics and Economics · 2007 · 2K citations · Full text