K. Aas, C. Czado, A. Frigessi, and H. Bakken, Pair-copula constructions of multiple dependence, Insurance: Mathematics and Economics, vol.44, issue.2, pp.182-198, 2009.
DOI : 10.1016/j.insmatheco.2007.02.001

H. Akaike, A new look at the statistical model identification, IEEE Transactions on Automatic Control, vol.19, issue.6, pp.716-723, 1974.
DOI : 10.1109/TAC.1974.1100705

P. Artzner, F. Delboen, J. Eber, and D. Heath, Thinking coherency, Risk, vol.10, pp.68-71, 1997.

T. Bedford and R. Cooke, Probability density decomposition for conditionally dependent random variables modeled by vines, Annals of Mathematics and Artificial Intelligence, vol.32, issue.1/4, pp.245-268, 2001.
DOI : 10.1023/A:1016725902970

T. Bedford and R. Cooke, Vines--a new graphical model for dependent random variables, The Annals of Statistics, vol.30, issue.4, pp.1031-1068, 2002.
DOI : 10.1214/aos/1031689016

D. Berg and K. Aas, Models for construction of multivariate dependence, 2010.

X. Chen, Y. Fan, and A. Patton, Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates. London Economics Financial Markets Group Working Paper 483, 2004.

L. Chollete, H. Andr?-zas, and A. Valdesogo, Modeling International Financial Returns with a Multivariate Regime-switching Copula, Journal of Financial Econometrics, vol.7, issue.4, pp.437-480, 2008.
DOI : 10.1093/jjfinec/nbp014
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1026.4669

R. Cooke, Markov and entropy properties of tree-and vinedependent variables, American Statistical Association Section on Bayesian Statistical Science, 1997.

C. Czado, F. Gartner, and A. Min, Analysis of Australian Electricity Loads Using Joint Bayesian Inference of D-Vines with Autoregressive Margins, 2009.
DOI : 10.1142/9789814299886_0013

M. Fischer, C. Köck, S. Schlü-ter, and F. Weigert, Multivariate copula models at work: Outperforming the desert island copula? Tech. Rep, 2007.

H. Joe, Multivariate Models and Dependence Concepts, 1997.

P. Kupiec, Techniques for Verifying the Accuracy of Risk Measurement Models, Board of Governors of the Federal Reserve System (U.S.), 1995.
DOI : 10.3905/jod.1995.407942

A. Patton, MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*, International Economic Review, vol.8, issue.2, pp.527-556, 2006.
DOI : 10.1016/S0169-2070(02)00009-2
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.323.7704

A. Patton, Handbook of Financial Time Series, Chapter Copula-Based Models for Financial Time Series, pp.767-781, 2009.