Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603): Difference between revisions

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+Copulas with Truncation-Invariance Property
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+Normal rank
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+Covar of families of copulas
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+Limiting dependence structures for tail events, with applications to credit derivatives
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+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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+Extensions of subcopulas
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+Dependence of Stock Returns in Bull and Bear Markets
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+Spatial contagion between financial markets: a copula-based approach
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+Invariant dependence structure under univariate truncation
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+Invariant dependence structures and Archimedean copulas
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+Principles of Copula Theory
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+Q3534920
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+Q5176408
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+A biconvex form for copulas
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+Copula-induced measures of concordance
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+Normal rank
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+Gaussian approximation of conditional elliptical copulas
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+Invariant dependence structure under univariate truncation: the high-dimensional case
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+The Limiting Properties of Copulas Under Univariate Conditioning
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+On the Characterization of Copulas by Differential Equations
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+Univariate conditioning of vine copulas
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+On conditional value at risk (CoVaR) for tail-dependent copulas
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+Copula convergence theorems for tail events.
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+Tail dependence from a distributional point of view
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+On dependence consistency of CoVaRand some other systemic risk measures
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+Q3183812
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+Q5386484
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+An introduction to copulas.
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+On the preservation of copula structure under truncation
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+Q3183810
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+SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
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+Multivariate measures of concordance
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+Multivariate measures of concordance for copulas and their marginals
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