1Abegaz, F., Naik-Nimbalkar, U. V. Modelling Statistical Dependence of Markov Chains via Copula Models. Journal of Statistical Planning and Infcrecc, 2007: 04. 028.
2Hu, L. Essays in econometrics with application in macroeconomic and financial modelling. New haven: Yale University, 2002.
3Klugman, S. A., Parsa, R. Fitting Bivariate loss distributions with copulas. Insurance Math. Econom. , 1999, 24:139-148.
4Nelsen, R. B., An introduction to Copulas. New York: Springer, Inc, 1999: 18-42.
5Oakes, D. Multivariate distributions. Journal of Nonparametric Statistics, 1994, 3:343-354.
6Patton, A. J. modelling Asymmetric Exchange Rate Dependence. International Economic Review, 2006a, 47 (2): 527-555.
7Sklar, A. Functions de repartition an Dimensions et Luers Marges . Publications de 1 Insitut de Statistque de l Universite De Paris, 1959, 8:229-231.
8hih, J. H., Louis, T. I. Inference on the association parameter in copula models for Bivariate Survival Data . Biometrics, 1995, 5:1384 1399.
