1 The Advent of Copulas in Finance

Christian Genesta*, Michel Gendronb & Michaël Bourdeau-Brien

The European Journal of Finance
Volume 15, Issue 7-8, 2009 Special Issue:COPULAE AND MULTIVARIATE PROBABILITY DISTRIBUTIONS IN FINANCEhttp://www.tandfonline.com/doi/abs/10.1080/13518470802604457

2 A primer on copulas for count data

by Christian NeŠLehová Genest

Astin Bulletin (2007)
Volume: 37, Issue: 2, Publisher: CEUTERICK SA, Pages: 475-515

• ISSN: 05150361
• DOI: 10.2143/AST.37.2.2024077
  

http://www.mendeley.com/research/a-primer-on-copulas-for-count-data/