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Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Avramidis, Athanassios N., (2014)
Risk aggregation with copula for banking industry
Yoshiba, Toshinao, (2015)
Dynamic linkages in agricultural and energy markets : a quantile impulse response approach
Wang, Linjie, (2024)
Joint characteristic functions construction via copulas
Komelj, Janez, (2010)
Analytical Approximation for a Multi-Period Portfolio Problem With Vector Autoregressive Returns
Ahcan, Ales, (2007)