Reference health

Dynamic Copula Processes

https://doi.org/10.2139/ssrn.1616503
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2 of 46 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

26 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.1088/1469-7688/3/1/301
does not resolve to a known work10.1017/s0001867800050278
The 44 checked references that resolve
resolves10.1081/sta-200063351
New Families of Copulas Based on Periodic Functions
resolves10.1029/2005wr004754
Copula‐based geostatistical models for groundwater quality parameters
resolves10.1080/02664760120047861
New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
resolves10.1006/jmva.1999.1845
Bivariate Distributions with Given Extreme Value Attractor
resolves10.1016/j.insmatheco.2008.08.009
On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula
resolves10.1016/j.insmatheco.2007.10.007
Using distortions of copulas to price synthetic CDOs
resolves10.1002/9781118673331
Copula Methods in Finance
resolves10.1002/9781118467404.ch4
Copula‐based Econometrics of Dynamic Processes
resolves10.2139/ssrn.1616503
Dynamic Copula Processes
resolves10.1023/A:1021722508504
An Improved Perturbation Mechanism for Simulated Annealing Simulation
resolves10.1142/p226
Correlation and Dependence
resolves10.3905/jod.1997.407971
An Overview of Value at Risk
resolves10.1111/j.1467-9965.1996.tb00123.x
A YIELD‐FACTOR MODEL OF INTEREST RATES
resolves10.3386/t0281
Affine Processes and Application in Finance
resolves10.1016/B978-044450896-6.50010-8
Modelling Dependence with Copulas and Applications to Risk Management
resolves10.1007/978-94-011-1739-5_48
Conditional Simulation: Practical Application for Sampling Design Optimization
resolves10.1177/0962280206070645
A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence
resolves10.1007/978-94-011-5726-1_15
Change of Support and Use of Economic Parameters for Block Selection
resolves10.3150/bj/1068128980
A survey and some generalizations of Bessel processes
resolves10.1016/j.advwatres.2005.09.005
Asymmetric copula in multivariate flood frequency analysis
resolves10.1093/biomet/71.3.633
Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
resolves10.1093/oso/9780198522959.001.0001
Saddlepoint Approximations
resolves10.1201/b13150
Multivariate Models and Multivariate Dependence Concepts
resolves10.1287/opre.44.3.444
Copula Models for Aggregating Expert Opinions
resolves10.1016/j.crma.2005.04.012
Archimax copulas and invariance under transformations
resolves10.1007/978-94-011-5726-1_29
Selecting Panels for Remediation in Contaminated Soils via Stochastic Imaging
resolves10.1016/j.jmva.2008.02.025
Construction of asymmetric multivariate copulas
resolves10.2139/ssrn.291140
Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
resolves10.1016/j.ejor.2009.02.033
Using copulas to model repeat purchase behaviour – An exploratory analysis via a case study
resolves10.1007/978-1-4757-3076-0
An Introduction to Copulas
resolves10.1016/j.frl.2008.08.004
Modeling the leverage effect with copulas and realized volatility
resolves10.1111/j.1468-2354.2006.00387.x
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
resolves10.1007/978-1-4020-3610-1_100
Comparison of Stochastic Simulation Algorithms in Mapping Spaces of Uncertainty of Non-linear Transfer Functions
resolves10.1007/978-3-662-06400-9
Continuous Martingales and Brownian Motion
resolves10.1007/978-3-662-26400-3_2
Die Bücher des Jahres 1912
resolves10.1016/j.spl.2003.09.010
A new class of bivariate copulas
resolves10.7717/peerj.6267/fig-4
Figure 4: A ceRNA network.
resolves10.5194/npg-15-761-2008
Multivariate non-normally distributed random variables in climate research – introduction to the copula approach
resolves10.1007/bf02082535
Indicator principal component kriging
resolves10.1007/bf00891270
Evaluation and comparison of spatial interpolators
resolves10.1088/1469-7688/4/3/009
Sampling from Archimedean copulas
resolves10.1090/psapm/016/0161375
The construction of a class of stationary Markoff processes
resolves10.1080/01621459.1993.10476322
Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
resolves10.1287/mnsc.44.12.s257
An Application of Copulas to Accident Precursor Analysis
The 26 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedObservation network design for environmental variables using a copula based approach
no DOI — not checkedref6
no DOI — not checkedref8
no DOI — not checkedref16
no DOI — not checkedChange-point analysis for dependence structures in finance & insurance
no DOI — not checkedref22
no DOI — not checkedHedge Funds: A Copula Approach for Risk management
no DOI — not checkedref31
no DOI — not checkedref35
no DOI — not checkedref38
no DOI — not checkedref40
no DOI — not checkedThe estimation of mineralized veins: a comparative study of direct and indirect approaches
no DOI — not checkedA class of spatial multivariate models based on copulas
no DOI — not checkedTaking to the saddle
no DOI — not checkedref46
no DOI — not checkedref49
no DOI — not checkedref57
no DOI — not checkedref58
no DOI — not checkedref59
no DOI — not checkedGeneralized normal correlation and two dimensional Fr�chet classes
no DOI — not checkedNew forms of correlation relationships between positive quantities applied in hydrology
no DOI — not checkedDynamic Copulas: Applications to Ecxonomics and Finance
no DOI — not checkedref65
no DOI — not checkedref66
no DOI — not checkedPricing Forward Starting CDOs using Dynamic Copula Processes in
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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