Copula Models in Quantitative Finance: Dependence Structures, Tail Risk, and Portfolio Correlation Analysis

Elements of Copula Modeling with R (Use R!)

COPULA MODELING IN R FOR REAL-WORLD DATA: MULTIVARIATE DEPENDENCE, AND VINE COPULAS FOR FINANCE AND RISK ANALYSIS (REAL-WORLD DATA SCIENCE WITH R)

COPULA MODELING IN R FOR REAL-WORLD DATA: MULTIVARIATE DEPENDENCE, AND VINE COPULAS FOR FINANCE AND RISK ANALYSIS (REAL-WORLD DATA SCIENCE WITH R)

Copula Models for Dependent Competing Risks: Theory and applications in economics, engineering and medicine