Kurowicka D., Joe H. Dependence Modeling: Vine Copula Handbook

World Scientific Publishing Company, 2010. - 368 p.This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods. Specifically, this handbook will
- trace historical developments, standardizing notation and terminology,
- summarize results on bivariate copulae,
- summarize results for regular vines,
- give an overview of its applications.In addition, many of these results are new and not readily available in any existing journals. New research directions are also discussed.