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本附件包括：

• Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf
• Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf
• Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf
• Copulae and Their Uses (2002).pdf
• Copulas and Credit Models (2001).pdf
• Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf
• Correlation--Pitfalls and Alternatives (1999).pdf
• CreditProductsModeling.ppt
• Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf
• Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf
• Financial Risk and Heavy Tails (2002).pdf
• How to Build Aggregation Operators from Data (2003).pdf
• Modelling dependence for credit derivatives with copulas (2001).pdf
• Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf
• Modelling Dependent Defaults (2001).pdf
• Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf
• On Default Correlation--A Copula Function Approach (2000).pdf
• Pair-copula constructions of multiple dependence.pdf
• Strong Approximation of Copulas.pdf
• Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf
• Using Copulae to bound the Value-at-Risk.pdf