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The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy, (2012)
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)
Joint characteristic functions construction via copulas
Komelj, Janez, (2010)
An excursion approach to maxima of the Brownian bridge
Perman, Mihael, (2014)