19057 Claudi Alsina/Maurice Frank/Berthold Schweizer: Associative
functions. World Scientific 2006, 250p. Eur 50.

19129 Margaret Armstrong: Bivariate archimedean copulas.
Internet ca. 2003, 20p. Part 1 of a catalogue.

19124 Peter Blum/Alexandra Dias/Paul Embrechts: The ART of dependence
modelling - the latest advances in correlation analysis.
Internet 2002, 19p.

19117 Eric Bouye'/.../Thierry Roncalli: Copulas - an open field for
risk management. Internet 2001, 8p.

19213 Arthur Charpentier/Johan Segers: Convergence of archimedean copulas.
Internet 2006, 11p.

M. Dempster (ed.): Risk management. Cambridge UP 2002.

19143 Martyn Dorey/Phil Joubert: Modelling copulas - an overview.
Internet ca. 2006, 27p.

19121 Kevin Dowd: Evaluating copulas. Fin. Eng. News 46 (2005), 7-10.

19249 Dominique Drouet Mari/Samuel Kotz: Correlation and dependence.
Imperial College 2001, 220p. Eur 48.

19181 Fabrizio Durante/Carlo Sempi: Copula and semicopula transforms.
Int. J. Math. Math. Sci. ... (2005), 645-655.

19182 Fabrizio Durante/Radko Mesiar/Pier Luigi Papini: The lattice-theoretic
structure of the sets of triangular norms and semi-copulas.
Nonlinear Analysis ... (2007), 7p.

19160 Fabrizio Durante/Radko Mesiar/Carlo Sempi: On a family of copulas constructed
from the diagonal section. Soft Comp. 10 (2006), 490-494.

19155 Paul Embrechts: Discussion of "Copulas - tales and facts" by Thoms Mikosch.
Extremes 9 (2006), 45-47.

19126 Paul Embrechts/Alexander McNeil/Daniel Straumann: Correlation - pitfalls
and alternatives. RISK Mag. May 1999, 69-71.

19125 Paul Embrechts/Alexander McNeil/Daniel Straumann: Correlation and
dependence in risk management - properties and pitfalls.
In Dempster 2002, 176-223.

19731 Monica Gazzetta: Legami stocastici, t-norme e logica fuzzy.
Laurea LT Univ. Ferrara 2007, 98p.

19159 Christian Genest/Anne-Catherine Favre: Everything you always wanted
to know about copula modeling but were afraid to ask.
J. Hydrol. Eng. 12 (2007), 20p.

19157 Christian Genest/Kilani Ghoudi/Louis-Paul Rivest: Commentary on
the article "Understanding relationships using copulas" by Frees/Valdez.
North Am. Act. J. 2 (1998), 143-149.

19149 Christian Genest/R. MacKay: The joy of copulas - bivariate
distributions with uniform marginals. Am. Stat. 40/4 (1986), 280-283.

19148 Christian Genest/R. MacKay: Copules archimediennes et familles de
lois bidimensionelles dont le marges sont donnees.
Can. J. Stat. 14/2 (1986), 145-159.

19147 Christian Genest/J. Quesada/J. Rodriguez/Carlo Sempi: A characterization
of quasi-copulas. J. Multivar. An. 69 (1999), 193-205.

19150 Christian Genest/Bruno Remillard: Discussion of "Copulas - tales
and facts" by Thomas Mikosch. Extremes 9 (2006), 27-36.

19170 David Hennessy/Harvey Lapan: The use of archimedean copulas to model
portfolio allocations. Math. Fin. 12/2 (2002), 143-154.

19153 Harry Joe: Discussion of "Copulas - tales and facts" by Thoms Mikosch.
Extremes 9 (2006), 37-41.

19142 Jean-Frederic Jouanin/Gael Riboulet/Thierry Roncalli: Financial
applications of copula functions. Internet ca. 2004, 26p.

19113 Melanie Lindner/Christina Merz: Abhängigkeitsstrukturen von
Zufallsvariablen - Eigenschaften und Fehlschlüsse.
Seminararbeit Univ. Ulm 2006, 29p.

19192 Filip Lindskog: Modeling dependence with copulas and applications
to risk management. Master thesis ETH Zürich 2000, 93p.

19119 Ezio Marchi/P. Morillas: The natural vector bundle of the set
of multivariate density functions. Proyecciones 24/3 (2005), 239-255.

19158 Albert Marshall/Ingram Olkin: Families of multivariate distributions.
J. Am. Stat. Ass. 83 (1988), 834-841.

19152 Thomas Mikosch: How to model multivariate extremes if one must?
Stat. Neerlandica 59/3 (2005, 324-338.

19151 Thomas Mikosch: Copulas - tales and facts. Extremes 9 (2006), 3-20.

19130 Thomas Mikosch: Copulas - tales and facts - rejoinder.
Extremes 9 (2006), 55-62.

19120 Roger Nelsen: Copulas - characterization, correlation, and
counterexamples. Math. Mag. 68/3 (1995), 193-198.

19115 Roger Nelsen: Concordance and copulas - a survey. Internet 2002, 10p.

19190 Roger Nelsen: Properties and applications of copulas - a brief survey.
Internet 2003, 20p.

19114 Roger Nelsen: Dependence modeling with archimedean copulas.
Internet 2005, 9p.

19195 Roger Nelsen: An introduction to copulas. Springer 2006, 270p. Eur 55.

19179 Roger Nelsen/Jose' Juan Quesada Molina/Jose' Antonio Rodriguez Lallena/
Manuel Ubeda Flores: Some new properties of quasi-copulas. Internet 2002, 7p.

19180 Roger Nelsen/Jose' Juan Quesada Molina/Jose' Antonio Rodriguez Lallena/
Manuel Ubeda Flores: Multivariate archimedean copulas. Internet 2002, 7p.

19116 Roger Nelsen/Jose' Quesada/Jose' Rodriguez/Manuel Ubeda Flores: On the
construction of copulas and quasi-copulas with given diagonal section.
Internet 2007, 12p.

19178 Roger Nelsen/Manuel Ubeda Flores: The lattice-theoretic structure
of sets of bivariate copulas and quasi-copulas.
C. R. Ac. Sci. Paris 341 (2005), 583-586.

19122 Andrew Patton: Review of the book "Copula methods in finance"
by Cherubini/Luciano/Vecchiato. Risk Magazine 18/6 (2005), 2p.

19133 Dietmar Pfeifer: Sturm und Überschwemmung - zufälliges Zusammentreffen
oder systematisches Phänomen? Internet 2005, 12p.

19127 Jörn Rank: Introduction to Rank 2006. Internet 2006, 4p.

Jörn Rank (ed.): Copulas - from theory to application in finance.
Risk Books 2006, 350p. Eur 150.

19141 Claudio Romano: Applying copula functions to risk management.
Internet ca. 2002, 25p.

19145 Saket Sathe: A novel bayesian classifier using copula functions.
Internet 2006, 11p.

19131 Cornelia Savu/Mark Trede: Hierarchical archimedean copulas.
Internet 2006, 17p.

19189 Rafael Schmidt: Dependencies of extreme events in finance.
Diss. Univ. Ulm 2003, 220p.

19128 Thorsten Schmidt: Coping with copulas. Internet 2006, 23p.
Included in Rank 2006.

19191 Volker Schmitz: Copulas and stochastic processes.
Diss. TH Aachen 2003, 117p.

19139 Berthold Schweizer/Abe Sklar: Operations on distribution functions
not derivable from operations on random variables. Studia Math. 52 (1974), 43-52.

19166 Berthold Schweizer/Abe Sklar: Probabilistic metric spaces.
Dover 2005, 310p.

19154 Johan Segers: Discussion of "Copulas - tales and facts" by Thoms Mikosch.
Extremes 9 (2006), 51-53.

19156 Francesco Serinaldi/Salvatore Grimaldi/Witold Krajewski: Tecniche
di regressione basate sulla funzione copula e relative applicazioni in
idrologia. XXX Conv. Idraulica Costr. Idr. IDRA 2006, 15p.

19146 Engin Sungur: Review of the book "Introduction to copulas" by
Roger Nelsen. J. Am. Stat. Ass. March 2000, 334-335.

19118 Pravin Trivedi/David Zimmer: Copula modeling - an introduction
to practitioners. Found. Trends Econometrics 1/1 (2005), 1-111.

19144 Geert van der Wulp: Using copulas in risk management.
Master's thesis Tilburg Univ. 2003, 139p.