[1] M. Al-Harthy, S. Begg and R. Bratvold, Copulas: A new technique to model dependence in petroleum decision making, Journal of Petroleum Science and Engineering , 57 (2007) 195-208.
[2] S. ÇelebioÄŸlu, Archimedean copulas And An Application, Selcuk university journal of science, 22 (2003) 43-52.
[3] R. T. Clemen and T. Reilly, Correlations and Copulas for Decision and Risk Analysis, Management Science, 45 (1999) 208-224.
[4] N. I. Fisher, Copulas. In: Kotz, S., Read, C. B., Banks, D. L. (Eds.), Encyclopedia of Statistical Sciences, Wiley, New York. 1(1997) 159-163.
[5] A. Friend and E. Rogge, Correlation at First Sight, Economic Notes: Review of Banking, Finance and Monetary Economics, 2004.
[6] C. Genest and J. MacKay, Copules archimédienneset familles de loisbi dimensionnelles dont les margessontdonnés, Canad. J. Statistics, 14 (1986a) 145-159.
[7] C. Genest and J. MacKay, The joy of copula, Bivariate distributions with uniform marginals, Amer. Statistics, 40 (1986b) 280-285.
[8] L. Hua, and H. Joe, Tail order and intermediate tail dependence of multivariate copulas, Journal of Multivariate Analysis, 102 (2011) 1454-1471.
[9] V. Najjari, T. Bacigàl and H. Bal, An Archimedean copula family with hyperbolic cotangent generator, IJUFKS, Vol. 22 No. 5 (2014) 761-–768.
[10] V. Najjari and M. G. Ünsal, An Application of Archimedean Copulas for Meteorological Data, GU J Sci, 25(2) (2012) 301-306.
[11] R. B. Nelsen, An Introduction to copulas, Springer, New York, Second edition, 2006.
[12] J. A. Rodríguez-Lallena, and M. Ubeda-Flores, A new class of bivariate copulas, Statistics and Probability Letters, 66 (2004) 315-325.
[13] A. Sklar, Fonctions de répartition à n dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris, 8 (1959) 229-231.