International diversification: A copula approach

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Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach. (2013, background): “…2005; Jondeau and Rockinger, 2006; Hu, 2006; Rodriguez, 2007; de Melo Mendes and Kolev, 2008; Sun et al., 2009; Ignatievay and Platen, 2010; Aloui et al., 2011; Chollete et al., 2011; Garcia and Tsafack, 2011) and the dependence structure between exchange rate returns (Liu, 2006; Manner, 2007).”
Regime Switching Vine Copula Models for Global Equity and Volatility Indices (2016, background): “[24] for a recent application or [25] for a good overview) or derivative pricing (cf.”
Commodity and Equity Markets: Some Stylized Facts from a Copula Approach (2013, unknown): “2 Studies that use copula to model the dependence structure across financial markets include Ning (2010), Chollete et al. (2011), and Desmoulins-Lebeault and Kharoubi (2012), among others.”