Publications

Journal: Dependence Modeling

2023

• Piotr Jaworski , On copulas with a trapezoid support, Dependence Modeling, 11 (1) 2023. See in PBN

2021

• Piotr Jaworski , Marcin Krzywda, On copulas of self-similar Ito processes, Dependence Modeling, 9 2021, p. 243-266. See in PBN

2019

• Piotr Jaworski , On Copula-Itô processes, Dependence Modeling, 7 (1) 2019, p. 322-347. See in PBN

2017

• Piotr Jaworski , On Conditional Value at Risk (CoVaR) for tail-dependent copulas, Dependence Modeling, 5 (1) 2017, p. 1-19. See in PBN
• Piotr Jaworski , On truncation invariant copulas and their estimation, Dependence Modeling, 5 (1) 2017, p. 133-144. See in PBN