Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T13:26:27.338488Z
Paper Citation Record · LEDGER
Dynamic Dependence Modeling in financial time series
As of 16 August 2026, this Paper Citation Record lists 33 of 33 outbound references and 0 inbound Pith citation observations for arXiv:1908.05130.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
33 of 33 outbound references displayed
- verified exact0
- verified fuzzy31
- unresolved2
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 3062497b-369c-443c-95c7-10afda5d4e3b · outbound
This paper cites A new look at the statistical model identification.
Dynamic Dependence Modeling in financial time series A new look at the statistical model identification
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.734525Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9da49036-eee7-4a7c-8123-055c0b0ec3d9 · outbound
This paper cites Asymmetric correlations of equity portfolios.
Dynamic Dependence Modeling in financial time series Asymmetric correlations of equity portfolios
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.724795Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e13ed8d9-20a8-4844-b8bc-5ea00e738d42 · outbound
This paper cites A new approach to measuring financial contagion.
Dynamic Dependence Modeling in financial time series A new approach to measuring financial contagion
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.713772Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 472e1b26-c488-4377-af87-83f30773b27b · outbound
This paper cites The euro and european finan- cial market dependence.
Dynamic Dependence Modeling in financial time series The euro and european finan- cial market dependence
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.703192Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e7ef54c6-8616-4d82-852f-fec8f9028879 · outbound
This paper cites Empirical estimation of tail dependence using copulas: application to asian markets.
Dynamic Dependence Modeling in financial time series Empirical estimation of tail dependence using copulas: application to asian markets
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.691025Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 10a77064-7ae2-4556-bb79-2b733c5cc5b0 · outbound
This paper cites A new algorithm based on copulas for var valuation with empirical calculations.
Dynamic Dependence Modeling in financial time series A new algorithm based on copulas for var valuation with empirical calculations
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.679477Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation df7949ba-cd09-4dc2-808e-df583815bd1f · outbound
This paper cites Change-point analysis for dependence struc- tures in finance and insurance.
Dynamic Dependence Modeling in financial time series Change-point analysis for dependence struc- tures in finance and insurance
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.667774Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7fe3cac6-4133-49d8-bfd3-96f3c9d21198 · outbound
This paper cites Measuring financial risks with copulas.
Dynamic Dependence Modeling in financial time series Measuring financial risks with copulas
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.655916Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 39e13843-8447-4628-a65b-2fd0cb058b02 · outbound
This paper cites Modeling exchange rate dependence dynamics at different time horizons.
Dynamic Dependence Modeling in financial time series Modeling exchange rate dependence dynamics at different time horizons
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.644520Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation de73a1a7-0b0d-410c-8f96-319f701ec19f · outbound
This paper cites Copula-based risk management models for multivariable rmb exchange rate in the process of rmb internationalization.
Dynamic Dependence Modeling in financial time series Copula-based risk management models for multivariable rmb exchange rate in the process of rmb internationalization
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.634007Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 62d58083-b73e-400b-93a8-2166762b6244 · outbound
This paper cites an unresolved cited work.
Dynamic Dependence Modeling in financial time series Unresolved cited work
Reference 11
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:26:27.623609Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ad52e7b8-2ae1-476d-be09-8475835891d4 · outbound
This paper cites Correlation and dependence in risk management: properties and pitfalls.
Dynamic Dependence Modeling in financial time series Correlation and dependence in risk management: properties and pitfalls
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.613297Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 233ef0b9-ecbc-4d63-ad80-ee1a196760f4 · outbound
This paper cites Autoregressive conditional heteroscedasticity with estimates of the vari- ance of united kingdom inflation.
Dynamic Dependence Modeling in financial time series Autoregressive conditional heteroscedasticity with estimates of the vari- ance of united kingdom inflation
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.602431Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 143eb07e-8250-4ab5-9bee-fc17f364d7d4 · outbound
This paper cites Tail-greedy bottom-up data decompositions and fast multiple change- point detection, 2016.
Dynamic Dependence Modeling in financial time series Tail-greedy bottom-up data decompositions and fast multiple change- point detection, 2016
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.590298Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ff82f6fb-00ae-4175-aafe-662901182208 · outbound
This paper cites Goodness-of-fit tests for copulas: A review and a power study.
Dynamic Dependence Modeling in financial time series Goodness-of-fit tests for copulas: A review and a power study
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.578243Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 11349392-c539-42a1-a429-3194cf0cb555 · outbound
This paper cites Forecasting var and expected shortfall using dy- namical systems: A risk management strategy.
Dynamic Dependence Modeling in financial time series Forecasting var and expected shortfall using dy- namical systems: A risk management strategy
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.567609Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2fd5338e-ab6b-43e0-9c93-a389609b2a57 · outbound
This paper cites Forecasting var and expected shortfall using dy- namical systems: A risk management strategy.
Dynamic Dependence Modeling in financial time series Forecasting var and expected shortfall using dy- namical systems: A risk management strategy
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.557438Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5dae90ba-3bcb-4e30-b0f1-df1473caa00c · outbound
This paper cites Change analysis of a dynamic copula for measuring dependence in multivariate financial data.
Dynamic Dependence Modeling in financial time series Change analysis of a dynamic copula for measuring dependence in multivariate financial data
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.547522Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 89d0003e-09ae-43e6-9cf4-6c879722a829 · outbound
This paper cites Essays in econometrics with applications in macroeconomic and financial mod- eling.
Dynamic Dependence Modeling in financial time series Essays in econometrics with applications in macroeconomic and financial mod- eling
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.537465Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bcfacf59-73da-44b5-a3ab-53e99fe2deb0 · outbound
This paper cites A goodness-of-fit test for copulas.
Dynamic Dependence Modeling in financial time series A goodness-of-fit test for copulas
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.527416Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2b904e34-74c6-4f70-9e3b-67155c34ba8e · outbound
This paper cites Fitting bivariate cumulative returns with copulas.Computational statis- tics & data analysis, 45(2):355–372, 2004.
Dynamic Dependence Modeling in financial time series Fitting bivariate cumulative returns with copulas.Computational statis- tics & data analysis, 45(2):355–372, 2004
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.517839Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 92a2a315-121c-43c9-ad7f-601465a59114 · outbound
This paper cites The copula-garch model of conditional dependencies: An international stock market application.
Dynamic Dependence Modeling in financial time series The copula-garch model of conditional dependencies: An international stock market application
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.508302Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1a2984d1-9b22-4e35-b74f-e5ff58b3fde6 · outbound
This paper cites an unresolved cited work.
Dynamic Dependence Modeling in financial time series Unresolved cited work
Reference 23
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:26:27.497892Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3bc92b95-e420-4a11-8536-7ae72e2eda66 · outbound
This paper cites Extreme correlation of international equity markets.
Dynamic Dependence Modeling in financial time series Extreme correlation of international equity markets
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.486280Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b7be93bc-5771-4cd5-8962-1aacf0f6bc96 · outbound
This paper cites The variation of certain speculative prices.
Dynamic Dependence Modeling in financial time series The variation of certain speculative prices
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.475154Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ae505c90-adfc-45a9-b344-a2a5383cc139 · outbound
This paper cites Quantitative risk management: Concepts, techniques and tools.
Dynamic Dependence Modeling in financial time series Quantitative risk management: Concepts, techniques and tools
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.462783Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f36d7fae-11a1-45e5-931b-cfc69d4f6aa2 · outbound
This paper cites Statistical quality control, volume 7.
Dynamic Dependence Modeling in financial time series Statistical quality control, volume 7
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.450670Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d9bce798-180a-4068-b045-107edbc307d0 · outbound
This paper cites Modelling time-varying exchange rate dependence using the conditional copula.
Dynamic Dependence Modeling in financial time series Modelling time-varying exchange rate dependence using the conditional copula
Reference 28
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.439157Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2398af1d-545e-44ba-9432-048120ad61a5 · outbound
This paper cites On the out-of-sample importance of skewness and asymmetric depen- dence for asset allocation.
Dynamic Dependence Modeling in financial time series On the out-of-sample importance of skewness and asymmetric depen- dence for asset allocation
Reference 29
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.426903Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation cd0e648d-e51c-4576-9cdd-b2e874a7690a · outbound
This paper cites Fonctions de repartition an dimensions et leurs marges.
Dynamic Dependence Modeling in financial time series Fonctions de repartition an dimensions et leurs marges
Reference 30
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.416055Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1955fcbb-5a91-403f-832f-0a259f985bb3 · outbound
This paper cites Detection of the disorder in multidimensional random-processes.
Dynamic Dependence Modeling in financial time series Detection of the disorder in multidimensional random-processes
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.403532Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0a815599-b1bf-4224-8a68-871f27319b44 · outbound
This paper cites Maximum likelihood estimation of misspecified models.
Dynamic Dependence Modeling in financial time series Maximum likelihood estimation of misspecified models
Reference 32
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.390009Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b7bbcd37-0964-4f8a-8bd2-bc8927bf04d1 · outbound
This paper cites : Change analysis of dynamic copula for measuring dependence in multivariate financial data.
Dynamic Dependence Modeling in financial time series : Change analysis of dynamic copula for measuring dependence in multivariate financial data
Reference 33
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:26:27.377798Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Pith citing papers
No inbound Pith citation observations are available.