Pair-copula constructions of multiple dependence

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Aas, Kjersti, et al. “Pair-Copula Constructions of Multiple Dependence”. Insurance: Mathematics and Economics, vol. 44, no. 2, 2009, pp. 182-98, https://doi.org/10.1016/j.insmatheco.2007.02.001.
Aas, K., Czado, C., Frigessi, A., & Bakken, H. (2009). Pair-copula constructions of multiple dependence. Insurance: Mathematics and Economics, 44(2), 182-198. https://doi.org/10.1016/j.insmatheco.2007.02.001
Aas, Kjersti, Claudia Czado, Arnoldo Frigessi, and Henrik Bakken. “Pair-Copula Constructions of Multiple Dependence”. Insurance: Mathematics and Economics 44, no. 2 (2009): 182-98. https://doi.org/10.1016/j.insmatheco.2007.02.001.
1.
Aas K, Czado C, Frigessi A, Bakken H. Pair-copula constructions of multiple dependence. Insurance: Mathematics and Economics. 2009;44(2):182-98.
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The category Science: Mathematics: Probabilities. Mathematical statistics 242 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Modeling Dependencies in Finance Using Copulae and was published in 2008. The most recent citation comes from a 2024 study titled Influence of Regional Temperature Anomalies on Strawberry Yield: A Study Using Multivariate Copula Analysis. This article reached its peak citation in 2022, with 134 citations. It has been cited in 414 different journals, 13% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 61 citations. The chart below illustrates the annual citation trends for this article.
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