Publikacje

Czasopismo: Dependence Modeling

2023

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

2021

• Piotr Jaworski , Marcin Krzywda, On copulas of self-similar Ito processes, Dependence Modeling, 9 2021, s. 243-266. Zobacz w PBN

2019

• Piotr Jaworski , On Copula-Itô processes, Dependence Modeling, 7 (1) 2019, s. 322-347. Zobacz w PBN

2017

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