Rectangular Patchwork for Bivariate Copulas and Tail Dependence

By Fabrizio Durante, Susanne Saminger-Platz, Peter Sarkoci. 2009

71 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f9702ab4ff036272ca6ea908525e7418b26767dc

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. Piotr Jaworski
4. Wolfgang Trutschnig
5. G. Salvadori
6. Paul Embrechts
7. Sabrina Giordano
8. Filippo Domma

In Management Science and Operations Research

1. Carlo Sempi
2. Piotr Jaworski
3. Fabrizio Durante
4. G. Salvadori

Citations in the corpus

• Copula Theory: An Introduction (2010, background): “For other recent investigations of this type, see [33, 50, 190].”
• Spatial contagion between financial markets: a copula-based approach (2010, methodology): “All these examples are constructed by using rectangular patchwork techniques, as investigated in [ 35 ].”