The DOI matches its Crossref record; 101 of the 101 references it cites were found in a registry or an index.
A review of copula models for economic time series
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Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Statistical Methods for Research Workers
(1945) · American Journal of Clinical Pathology · doi:10.1093/ajcp/15.11.552b · Cited by 10,880
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Hamilton, J. D. (1989) · Econometrica · doi:10.2307/1912559 · Cited by 9,646
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
GLOSTEN, L. R., JAGANNATHAN, R., & RUNKLE, D. E. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb05128.x · Cited by 9,008
Nelsen, R. B. (1999) · Lecture Notes in Statistics · doi:10.1007/978-1-4757-3076-0 · Cited by 7,744
Engle, R. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618487 · Cited by 7,133
Fonctions de répartition à N dimensions et leurs marges
Sklar, M. (1959) · HAL · Cited by 4,671
Multivariate Models and Dependence Concepts.
Ringrose, T., & Joe, H. (1998) · Biometrics · doi:10.2307/2533875 · Cited by 3,403
Politis, D. N., & Romano, J. P. (1994) · Journal of the American Statistical Association · doi:10.1080/01621459.1994.10476870 · Cited by 2,649
Cited by
Jones, P. J., Mair, P., Kuppens, S., & Weisz, J. R. (2019) · Clinical Psychological Science · doi:10.1177/2167702619858424 · Cited by 31
Damette, O., & Goutte, S. (2023) · Journal of Comparative Economics · doi:10.1016/j.jce.2022.09.005 · Cited by 5
Metadata
- Authors
- Patton, A. J.
- Venue
- Journal of Multivariate Analysis
- Publisher
- Elsevier BV
- Published
- 2012-09
- Volume
- 110
- Pages
- 4-18
- ISSN
- 0047-259X (ISSN-L)
- OpenAlex
- W1964166103
- Cited by
- 584
- References
- 101
- FWCI
- 52.00
- Type
- journal article
- Language
- en
- Open access
- bronze
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- Patton, A. J. (2012). A review of copula models for economic time series. Journal of Multivariate Analysis. https://doi.org/10.1016/j.jmva.2012.02.021
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
