Distorted Copulas: Constructions and Tail Dependence

By Fabrizio Durante, Rachele Foschi, Peter Sarkoci. 2010

56 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5c7f8fc255a5ec5492f64cf1a605b4f860d9ab0d

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. Carlo Sempi
2. Fabrizio Durante
3. Wolfgang Trutschnig
4. G. Salvadori
5. Paul Embrechts
6. Sabrina Giordano
7. Filippo Domma
8. Anne-Catherine Favre

In Statistics and Probability

1. Carlo Sempi
2. Fabrizio Durante
3. G. Salvadori

Citations in the corpus

• Copula Theory: An Introduction (2010, background): “Such a transformation has originated from the study of distorted probability distribution functions (especially, power distortions), and has been considered by several authors like [3, 18, 42, 52, 54, 73, 85, 112, 113, 150, 146].”