Dependence structure of conditional Archimedean copulas
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- The Use of Archimedean Copulas to Model Portfolio Allocations
Cited in
(39)- Tails of multivariate Archimedean copulas
- Dependence and order in families of Archimedean copulas
- Dependence properties of conditional distributions of some copula models
- Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
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- Median and quantile conditional copulas
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