The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas

By Roger B. Nelsen, Manuel Úbeda Flores. 2005

67 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bbc01e8dc903d7b8c0815116417d609757c1c120

How researchers see this paper

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

In Economics and Econometrics

1. J. Quesada-Molina
2. Manuel Úbeda-Flores
3. J. -. Rodríguez-Lallena
4. Roger B. Nelsen

In Finance

1. Manuel Úbeda-Flores
2. J. Quesada-Molina
3. J. -. Rodríguez-Lallena
4. Roger B. Nelsen
5. Fabrizio Durante
6. Friedrich Schmid
7. Rafael Schmidt
8. M. D. Taylor

Citations in the corpus

• On the construction of copulas and quasi-copulas with given diagonal sections (2008, methodology): “This is due to the fact that (Q, ≤) is a complete lattice, which is orderisomorphic to the Dedekind–MacNeille completion of the set C of copulas (Nelsen and Úbeda-Flores, 2005).”