C. Koeck
2009
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom C. Koeck trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts C. Koeck overall
Papers from C. Koeck's perspective
Ordered by how strongly the researchers C. Koeck trusts endorse each paper. Same corpus, a different order for every researcher.
- Fonctions de repartition a n dimensions et leurs marges
- Vines: A new graphical model for dependent random variables
- Dependence structures for multivariate high-frequency data in finance
- Pair-copula constructions of multiple dependence
- Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
- A method to obtain new copulas from a given one
- Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
- An Introduction to Copulas (Springer Series in Statistics)
- The t Copula and Related Copulas
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Their papers
- An empirical analysis of multivariate copula models (2009) — 161 citations