C. Savu

Hierarchies of Archimedean copulas

C. Savu, Mark Trede, M. Trede, 2010 .

Goodness-of-fit tests for parametric families of Archimedean copulas

Mark Trede, C. Savu, Mark Trede, 2008 .

Do stock returns have an Archimedean copula?

C. Savu, Mark Trede, M. Trede, 2013 .

The Scod Model: Analyzing Durations with a Semiparametric Copula Approach

W. Ng, C. Savu, 2005 .