Dependence Modeling with Copulas

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Forecasting: theory and practice (2020, background): “For rigorous topics on copula introduction (Nelsen, 2006; Trivedi and Zimmer, 2007; Joe, 1997), copula modelling techniques (Durante and Sempi, 2015), vine copulas (Joe, 2014), review on frequentist approaches for copula-based forecasting (Patton, 2013), see the aforementioned references and the ref”
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach (2019, unknown): “For the bivariate case, there are numerous copulas proposed in the literature, and their choice depends on the dependence structure of the data – see Joe (2014) and Schepsmeier et al. (2018) for details.”
Modeling the spatial dependence of floods using the Fisher copula (2019, methodology): “…(Bárdossy and Li, 2008), which implies tail symmetry For a theoretical introduction to copulas, the reader is referred to Durante and Sempi (2015), Joe (2014), or Nelsen (2005), and for an introduction with an engineering focus to Genest and Favre (2007), Salvadori et al. (2007), and Salvadori…”