Absolutely Continuous Copulas with Given Diagonal Sections

By Fabrizio Durante, Piotr Jaworski. 2008

47 citations recorded by the source corpus.

Subfields: Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/3976712afaab4a0c984c46d79f08a46aba4b1525

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Fabrizio Durante
2. Carlo Sempi
3. Peter Sarkoci
4. Susanne Saminger-Platz
5. Wolfgang Trutschnig
6. G. Salvadori
7. Piotr Jaworski
8. Paul Embrechts

In Numerical Analysis

1. Susanne Saminger-Platz
2. Peter Sarkoci
3. Fabrizio Durante

Citations in the corpus

• Copula Theory: An Introduction (2010, background): “• copulas with given support: see [72]; • copulas with given horizontal and/or vertical sections: see [48, 110, 167, 170, 196]; • copulas with given diagonal sections: see [34, 35, 44, 47, 59, 101, 102, 134, 154];”
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009, methodology): “Particular attention has been laid on constructions that preserve the absolute continuity and/or allow to obtain copulas which are not necessarily symmetric (see Durante and Jaworski, 2008; Durante et al., 2007a; Erdely and González-Barrios, 2006).”