| 2001 | CONDITIONAL, PARTIAL AND RANK CORRELATION FOR THE ELLIPTICAL COPULA; DEPENDENCE MODELLING IN UNCERTAINTY ANALYSIS |
| 2002 | A parameterization of positive definite matrices in terms of partial correlation vines |
| 2002 | METHODS OF TRANSFORMING NON-POSITIVE DEFINITE CORRELATION MATRICES |
| 2005 | Completion problem with partial correlation vines |
| 2007 | The population version of Spearman’s rank correlation coefficient in the case of ordinal discrete random variables |
| 2007 | Sample{based Estimation of Correlation Ratio with Polynomial Approximation |
| 2007 | Eliciting conditional and unconditional rank correlations from conditional probabilities |
| 2009 | The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations |
| 2010 | Micro Correlations and Tail Dependence |
| 2010 | Eliciting Conditional and Unconditional Rank Correlations from Conditional Probabilities. |