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Yusuf Jaffar, Ginanjar Dewandaru & Mansur Masih. (2018) Exploring Portfolio Diversification Opportunities Through Venture Capital Financing: Evidence from MGARCH-DCC, Markov Switching, and Wavelet Approaches. Emerging Markets Finance and Trade 54:6, pages 1320-1336.
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Dezhao Han, Ken Seng Tan & Chengguo Weng. (2017) Vine copula models with GLM and sparsity. Communications in Statistics - Theory and Methods 46:13, pages 6358-6381.
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Omar Abbara & Mauricio Zevallos. (2017) Portfolio risk decomposition through pair-copula models. Communications in Statistics: Case Studies, Data Analysis and Applications 3:1-2, pages 29-40.
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Frederik Michiels & Ann De Schepper. (2013) A New Graphical Tool for Copula Selection. Journal of Computational and Graphical Statistics 22:2, pages 471-493.
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