Paper Citation Record · LEDGER

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH

As of 21 August 2026, this Paper Citation Record lists 22 of 22 outbound references and 0 inbound Pith citation observations for arXiv:2505.06950.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2505.06950 v1

Coverage vector

measured 22 of 22 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-15T22:32:02.477329Z

measured 22 of 22 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-21T06:32:19.484+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

22 of 22 outbound references displayed

verified exact3
verified fuzzy8
unresolved10
parse uncertain0
malformed identifier1
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation a03173cb-fad0-400a-99bf-86f895c91dd5 · outbound

This paper cites Brunnermeier.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Brunnermeier

Reference 1

Resolution: verified exact; doi, observed 2026-08-15T22:32:02.547793Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 480abdf7-40ad-43cb-91c9-2979724bea1c · outbound

This paper cites 2018.Market risk measurement in a dynamic environment.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH 2018.Market risk measurement in a dynamic environment

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.867387Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 69d54578-9635-4386-9bc7-e72810c35564 · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-15T22:32:02.408617Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 562c3615-d4c6-49fe-b903-1e0d10e595ad · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-15T22:32:02.856963Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 6bd89b3e-3c69-4e74-be1d-ddef309cea49 · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 5

Resolution: unresolved; raw_fallback, observed 2026-08-15T22:32:02.846393Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation a5070d0d-ce96-417d-9ebf-2aa5d4b88472 · outbound

This paper cites Creal, Siem Jan Koopman, and André Lucas.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Creal, Siem Jan Koopman, and André Lucas

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-15T22:32:02.420446Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7c2d4f91-a41c-4052-8750-fadf64a16d97 · outbound

This paper cites DeGroot and Mark J.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH DeGroot and Mark J

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.836336Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 73d201df-5cb4-4e1e-bcc4-2eb2157a6dd2 · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-15T22:32:02.428215Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 80dbcc35-b0d0-488f-b444-31b1bfbd47fe · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 9

Resolution: malformed identifier; raw_fallback, observed 2026-08-15T22:32:02.825766Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 66842155-9f7f-449c-b0d8-cfcb2c203374 · outbound

This paper cites Engle and Kevin Sheppard.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Engle and Kevin Sheppard

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.815579Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 98064aca-a97f-49ef-b956-b22b8a58db90 · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 11

Resolution: unresolved; raw_fallback, observed 2026-08-15T22:32:02.804673Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation b150f37c-c0da-4e97-8067-95d69a2485d6 · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-15T22:32:02.442688Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f5855294-5b3f-4f05-8649-cb4bd8446b49 · outbound

This paper cites Accessed [2025-04-21].

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Accessed [2025-04-21]

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.793970Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 09cb2cd6-3ba5-4b6c-a02b-d5e6f8f73609 · outbound

This paper cites Hafner and Hans Manner.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Hafner and Hans Manner

Reference 14

Resolution: verified exact; doi, observed 2026-08-15T22:32:02.509582Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation c892eb0b-2bd2-4fe2-b02c-8c665f31f04a · outbound

This paper cites Hamilton.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Hamilton

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.783389Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 8a37f9ba-931e-42a2-b6fc-d2343441f692 · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 16

Resolution: unresolved; raw_fallback, observed 2026-08-15T22:32:02.771914Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 8e37a2ab-aabf-46b6-aec3-211c3770cb34 · outbound

This paper cites 2014.Dependence Modeling with Copulas.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH 2014.Dependence Modeling with Copulas

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.760749Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 3a30407a-1c18-4c56-b3dd-84240b1598a2 · outbound

This paper cites 2018.Copula Methods in Finance: An Intro- duction.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH 2018.Copula Methods in Finance: An Intro- duction

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.749494Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 0417e272-2c4a-49e3-8473-b354b1df3783 · outbound

This paper cites 2006.An Introduction to Copulas(2nd ed.).

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH 2006.An Introduction to Copulas(2nd ed.)

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T22:32:02.737717Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 345913de-8a2d-423b-aa7e-d6e6a29c9abb · outbound

This paper cites Exploring Model Robustness with Adaptive Networks and Improved Adversarial Training.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Exploring Model Robustness with Adaptive Networks and Improved Adversarial Training

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-15T22:32:02.470023Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4a6cbc84-511e-4b5a-86be-5649f7b829d8 · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 21

Resolution: verified exact; raw_fallback, observed 2026-08-15T22:32:02.706442Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 8ccf3b67-d28a-447a-b1df-5f035064523c · outbound

This paper cites an unresolved cited work.

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Unresolved cited work

Reference 22

Resolution: unresolved; raw_fallback, observed 2026-08-15T22:32:02.727997Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Pith citing papers

No inbound Pith citation observations are available.