- Positive quadrant dependence tests for copulas2010 | Faculty of Mathematics and Physics
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing2009 | Faculty of Mathematics and Physics
- Copula functions in theory and practice2012 | Faculty of Social Sciences
- Shrinkage for Gaussian and t copulas in ultra-high dimensionsPublication without faculty affiliation
- Partial and average copulas and association measures2015 | Faculty of Mathematics and Physics
- Empirical copula for missing observations2013 | Faculty of Mathematics and Physics
- Conditional copulas, association measures and their applications2011 | Faculty of Mathematics and Physics
- Estimation of a Conditional Copula and Association Measures2011 | Faculty of Mathematics and Physics
- Bootstrapping the conditional copula2013 | Faculty of Mathematics and Physics
- Using Copulas in Data Mining Based on the Observational Calculus2015 | Faculty of Mathematics and Physics
- Nonparametric testing for no covariate effects in conditional copulas2017 | Faculty of Mathematics and Physics
- 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
- Bivariate distributions with uniform tail behaviour: Copula approach2008 | Faculty of Mathematics and Physics
- Copula-based trading of cointegrated cryptocurrency pairsPublication without faculty affiliation
- Estimation of a Copula when a Covariate Affects only Marginal Distributions2015 | Faculty of Mathematics and Physics
- Score tests for covariate effects in conditional copulas2017 | Faculty of Mathematics and Physics
- Copula-based trading of cointegrated cryptocurrency pairs2022 | Faculty of Mathematics and Physics
- Copula based factorization in Bayesian multivariate infinite mixture models2014 | Publication without faculty affiliation
- Multivariate and functional covariates and conditional copulas2012 | Faculty of Mathematics and Physics
- Copula-based multivariate association measures and tail coefficientsPublication without faculty affiliation
- Survey on Estimation of Distribution Algorithms with Emphasis on Copula-based models2010 | Publication without faculty affiliation
- Conditional least squares and copulae in claims reserving for a single line of business2014 | Faculty of Mathematics and Physics
- Epistemic Modality in Standard Spoken Tibetan: Epistemic Verbal Endings and Copulas2017 | Faculty of Arts
- Omnibus test for covariate effects in conditional copula models2021 | Faculty of Mathematics and Physics
- Collateralized Debt Obligation's Valuation Using the One Factor Gaussian Copula Model2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models2021 | Faculty of Mathematics and Physics
- The Extreme Value Theory and Copulas as a Tool to Measure Market Risk2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Rank-based inference tools for copula regression, with property and casualty insurance applications2019 | Faculty of Mathematics and Physics
- Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data2015 | Faculty of Social Sciences
- A copula approach for dependence modeling in multivariate nonparametric time series2019 | Faculty of Mathematics and Physics