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| P. Austing | Repricing the Cross Smile: An Analytic Joint Density | http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1882343 | October 26, 2011 |
| M. Hofert, M. Mächler, A. J. McNeil | Likelihood inference for Archimedean copulas | http://arxiv.org/abs/1108.6032 | August 31, 2011 |
| G. Puccetti, L. Rueschendorf | Bounds for joint portfolios of dependent risks | https://docs.google.com/viewer?a=v&pid=explorer&chrome=true&srcid=0B5jPd-_e0JLfZDRjOWVhZWQtMzQ4My00NmI3LTgyOTEtMWI4OTdmNDQxOTA1&hl=en_US | July 10, 2011 |
| W. Bergsma | Nonparametric testing of conditional independence by means of the partial copula | http://arxiv.org/abs/1101.4607 | January 25, 2011 |
| D.-B. Pougaza and A.M. Djafari | Maximum Entropies Copulas | http://users.aims.ac.za/~doriano/ | December 6, 2010 |
| M. Egozcue et al. | Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments | http://arxiv.org/abs/1010.5605 | November 2, 2010 |
| G. Mainik, L. Rueschendorf | Ordering of multivariate probability distributions with respect to extreme portfolio losses | http://arxiv.org/abs/1010.5171 | November 2, 2010 |
| A. Onken et al. | Analyzing Short-Term Noise Dependencies of Spike-Counts in Macaque Prefrontal Cortex Using Copulas and the Flashlight Transformation | http://www.ploscompbiol.org/article/info%3Adoi%2F10.1371%2Fjournal.pcbi.1000577 | September 9, 2010 |
| M. Hofert, F. Vrins | Sibuya Copulas | http://arxiv.org/abs/1008.2292 | August 22, 2010 |
| M.D. Taylor | Multivariate Measures of Concordance for Copulas and their Marginals | http://arxiv.org/abs/1004.5023 | May 10, 2010 |
| P. Tankov | Improved Frechet bounds and model-free pricing of multi-asset options | http://arxiv.org/abs/1004.4153 | April 26, 2010 |
| L. Devroye, G. Letac | Copulas in three dimensions with prescribed correlations | http://arxiv.org/abs/1004.3146 | April 20, 2010 |
| W. Haerdle, O. Okhrin, Y. Okhrin | Time varying Hierarchical Archimedean Copulae | http://econpapers.repec.org/paper/humwpaper/sfb649dp2010-018.htm | April 18, 2010 |
| C. Diks, V. Panchenko, D. van Dijk | Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts | http://ideas.repec.org/p/dgr/uvatin/20080105.html | April 1, 2010 |
| F. Durante, P. Jaworski | A new characterization of bivariate copulas | http://www.flll.jku.at/div/research/technical_reports/09_Durante_Jaworski_CS.pdf | March 20, 2010 |
| F. Durante, C. Sempi | Copula theory: an introduction | http://www.flll.jku.at/div/research/technical_reports/10_Durante_Sempi_Worcotha.pdf | March 20, 2010 |
| E. A. Valdez, Y. Xiao | On the distortion of a copula and its margins | http://mpra.ub.uni-muenchen.de/20524/ | March 20, 2010 |
| F. Durante, R. Foschi, P. Sarkoci | Distorted copulas: constructions and tail dependence | http://www.flll.jku.at/div/research/technical_reports/10_Durante_Foschi_Sarkoci_new.pdf | March 20, 2010 |
| A. Elices, J.-P. Fouque | Perturbed Copula: Introducing the skew effect in the co-dependence | http://arxiv.org/abs/1003.0041 | March 14, 2010 |
| R. Silva, R. Kohn, P. Giordani, X. Mun | A copula based approach to adaptive sampling | http://arxiv.org/abs/1002.4775 | March 14, 2010 |
| C. Meyer | The Bivariate Normal Copula | http://arxiv.org/abs/0912.2816 | March 13, 2010 |
| G. Gudendorf, J. Segers | Nonparametric estimation of an extreme-value copula in arbitrary dimensions | http://arxiv.org/abs/0910.0845 | March 13, 2010 |
| M. Achibi, M. Broniatowski | Bivariate Cox model and copulas | http://arxiv.org/abs/0911.1443 | March 13, 2010 |
| G. Gudendorf, J. Segers | Extreme-Value Copulas | http://arxiv.org/abs/0911.1015 | March 13, 2010 |
| Grothe et al. | Measuring Association between Random Vectors | http://arxiv.org/abs/1107.4381 | |
