Cherubini, U., Luciano, E., and Vecchiato, W. (2004), Copula Methods in Finance, Chichester: John Wiley.
Devroye, L. (1986), “Non-Uniform Random Variate Generation,” New York: Springer-Verlag.
Galiani, S. S. (2003), “Copula Functions and Their Application in Pricing and Risk Managing Multiname Credit Derivative Products,” http://www.defaultrisk.com
Genest, C., Ghoudi, K., and Rivest, L. P. (1995), “A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions,” Biometrika, 82, 543–552.
Joe, H. and Xu, J. (1996), The Estimation Method of Inference Functions for Margins for Multivariate Models, Technical Report No. 166, University of British Columbia.
Joe, H. (1997), Multivariate Models and Dependence Concepts, London: Chapman and Hall.
Marshall, A. W. and I. Olkin (1988), “Families of Multivariate Distributions,” Journal of the American Statistical Association, 83, 834–841.
McNeil, A., Frey, R, and Embrechts, P. (2005), Quantitative Risk Management: Concepts, Techniques, and Tools, Princeton, NJ: Princeton University Press.
Mendes, B. V. M., de Melo, E. F. L., and Nelson, R. B. (2007), “Robust Fits for Copula Models,” Communications in Statistics Simulation and Computation, 36, 997–1008.
Nelson, R.B. (2006), An Introduction to Copulas, New York: Springer.
Nolan, J.P. (2010), Stable Distributions — Models for Heavy Tailed Data, Boston: Birkhäuser.
Rusechendorf, L. (2009), “On the Distributional Transform, Sklar’s Theorem, and the Empirical Copula Process,” Journal of Statistical Planning and Inference, 11, 3921–3927.
Sklar, A. (1959), “Fonctions de Répartition à n Dimensions et Leurs Marges,” Publications de l’Institut de Statistique de L’Université de Paris, 8, 229–231.
Wu, F., Valdez, E., and Sherris, M. (2007),“Simulating from Exchangeable Archimedean Copulas,” Communications in Statistics, 36, 1019–1034.