The partial copula: properties and associated dependence measures (Q334002): Difference between revisions

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+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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+Time-dependent copulas
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+Estimation of a Copula when a Covariate Affects only Marginal Distributions
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+Partial and average copulas and association measures
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+Asymptotic efficiency of the two-stage estimation method for copula-based models
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+Efficient estimation of copula-GARCH models
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+Q5706744
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+Dependence structure of conditional Archimedean copulas
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+SCOMDY models based on pair-copula constructions with application to exchange rates
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+An introduction to copulas.
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+Vine copulas with asymmetric tail dependence and applications to financial return data
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+Joint Regression Analysis of Correlated Data Using Gaussian Copulas
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+Simplified vine copula models: approximations based on the simplifying assumption
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+Simplified pair copula constructions -- limitations and extensions
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