- Copula-based multivariate association measures and tail coefficientsPublication without faculty affiliation
- Copula-based trading of cointegrated cryptocurrency pairs2022 | Faculty of Mathematics and Physics
- Copula-based trading of cointegrated cryptocurrency pairsPublication without faculty affiliation
- Copula based factorization in Bayesian multivariate infinite mixture models2014 | Publication without faculty affiliation
- Choice of smoothing parameter in multivariate copula-based tail coefficients2022 | Faculty of Mathematics and Physics
- Survey on Estimation of Distribution Algorithms with Emphasis on Copula-based models2010 | Publication without faculty affiliation
- Copula shrinkage and portfolio allocation in ultra-high dimensions2022 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Shrinkage for Gaussian and t copulas in ultra-high dimensionsPublication without faculty affiliation