Copula based models for serial dependence

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International Journal of Managerial Finance, Vol. 7, Iss. 1, 2011-02 ,pp. : 68-82

Emerald Group Publishing Ltd

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An empirical analysis of multivariate copula models

By Fischer Matthias   Kock Christian   Schluter Stephan   Weigert Florian  

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Dynamic copula models for the spark spread

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A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew

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Journal of Financial Econometrics, Vol. 10, Iss. 3, 2012-06 ,pp. : 457-493

Oxford University Press

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Deterministic implied volatility models

By Balland P  

Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. : 31-44

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