| Maximum likelihood estimation of mixed C-vines with application to exchange rates C Czado, U Schepsmeier, A Min Statistical Modelling 12 (3), 229-255, 2012 | 287 | 2012 |
| Bayesian inference for multivariate copulas using pair-copula constructions A Min, C Czado Journal of Financial Econometrics 8 (4), 511-546, 2010 | 274 | 2010 |
| Modeling longitudinal data using a pair-copula decomposition of serial dependence M Smith, A Min, C Almeida, C Czado Journal of the American Statistical Association 105 (492), 1467-1479, 2010 | 211 | 2010 |
| A mixed copula model for insurance claims and claim sizes C Czado, R Kastenmeier, EC Brechmann, A Min Scandinavian Actuarial Journal 2012 (4), 278-305, 2012 | 161 | 2012 |
| VineCopula: statistical inference of vine copulas T Nagler, U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Erhardt, ... R package version 2 (0), 2019 | 110 | 2019 |
| Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates C Czado, V Erhardt, A Min, S Wagner Statistical Modelling 7 (2), 125-153, 2007 | 104 | 2007 |
| Bayesian model selection for D‐vine pair‐copula constructions A Min, C Czado Canadian Journal of Statistics 39 (2), 239-258, 2011 | 99 | 2011 |
| Package ‘vinecopula’ U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ... R package version 2 (5), 2015 | 71 | 2015 |
| Forecasting market turbulence using regime-switching models J Hauptmann, A Hoppenkamps, A Min, F Ramsauer, R Zagst Financial Markets and Portfolio Management 28, 139-164, 2014 | 59 | 2014 |
| SCOMDY models based on pair-copula constructions with application to exchange rates A Min, C Czado Computational Statistics & Data Analysis 76, 523-535, 2014 | 41 | 2014 |
| Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models J Kielmann, H Manner, A Min Empirical Economics 62 (4), 1543-1574, 2022 | 34 | 2022 |
| Stationary vine copula models for multivariate time series T Nagler, D Krüger, A Min Journal of Econometrics 227 (2), 305-324, 2022 | 31 | 2022 |
| vineCopula: statistical inference of vine copulas, 2018 U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ... URL http://CRAN. R-project. org/package= VineCopula. R package version 2 (4), 2018 | 28 | 2018 |
| Testing for zero-modification in count regression models A Min, C Czado Statistica Sinica, 323-341, 2010 | 27 | 2010 |
| Pair-copula constructions for modeling exchange rate dependence C Czado, A Min, T Baumann, R Dakovic Preprint, 2009 | 27 | 2009 |
| Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins C Czado, F Gärtner, A Min Dependence modeling: Vine copula handbook, 265-280, 2010 | 25 | 2010 |
| Efficient maximum likelihood estimation of copula based meta t-distributions R Zhang, C Czado, A Min Computational statistics & data analysis 55 (3), 1196-1214, 2011 | 23 | 2011 |
| Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression C Czado, A Min | 23 | 2005 |
| Almost sure limit theorems for U-statistics H Holzmann, S Koch, A Min Statistics & probability letters 69 (3), 261-269, 2004 | 17 | 2004 |
| Statistical inference of vine copulas U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ... Software.[Google Scholar], 2018 | 12 | 2018 |
