如今看来，我恐怕再没有时间研究Copula这个东西了，索性把我以前收集到的关于Copula的论文发出来，感兴趣的同志们可以下载了看看。
下载：
关于Copula的20篇论文资料>>>
[1] Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf
[2] Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf
[3] Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf
[4] Copulae and Their Uses (2002).pdf
[5] Copulas and Credit Models (2001).pdf
[6] Correlation--Pitfalls and Alternatives (1999).pdf
[7] Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf
[8] Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf
[9] Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf
[10] Financial Risk and Heavy Tails (2002).pdf
[11] How to Build Aggregation Operators from Data (2003).pdf
[12] Modelling dependence for credit derivatives with copulas (2001).pdf
[13] Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf
[14] Modelling Dependent Defaults (2001).pdf
[15] Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf
[16] On Default Correlation--A Copula Function Approach (2000).pdf
[17] Pair-copula constructions of multiple dependence.pdf
[18] Strong Approximation of Copulas.pdf
[19] Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf
[20] Using Copulae to bound the Value-at-Risk.pdf
下载：
关于Copula的20篇论文资料>>>[1] Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf
[2] Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf
[3] Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf
[4] Copulae and Their Uses (2002).pdf
[5] Copulas and Credit Models (2001).pdf
[6] Correlation--Pitfalls and Alternatives (1999).pdf
[7] Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf
[8] Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf
[9] Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf
[10] Financial Risk and Heavy Tails (2002).pdf
[11] How to Build Aggregation Operators from Data (2003).pdf
[12] Modelling dependence for credit derivatives with copulas (2001).pdf
[13] Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf
[14] Modelling Dependent Defaults (2001).pdf
[15] Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf
[16] On Default Correlation--A Copula Function Approach (2000).pdf
[17] Pair-copula constructions of multiple dependence.pdf
[18] Strong Approximation of Copulas.pdf
[19] Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf
[20] Using Copulae to bound the Value-at-Risk.pdf
