Sampling nested Archimedean copulas

By McNeil Alexander  

Journal of Statistical Computation and Simulation, Vol. 78, Iss. 6, 2008-01 ,pp. : 567-581

Taylor & Francis Ltd

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Simulating from Exchangeable Archimedean Copulas

By Wu Florence  

Communications in Statistics: Simulation and Computation, Vol. 36, Iss. 5, 2007-09 ,pp. : 1019-1034

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Multivariate Aging with Archimedean Dependence Structures in High Dimensions

By Rezapour Mohsen  

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 11, 2013-06 ,pp. : 2056-2070

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Do stock returns have an Archimedean copula?

By Trede Mark   Savu Cornelia  

Journal of Applied Statistics, Vol. 40, Iss. 8, 2013-08 ,pp. : 1764-1778

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Mixture Representation of the Maximum Entropy Density Through Archimedean Copulas

By Rodrigues Josemar  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 18, 2008-01 ,pp. : 2943-2952

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