@Article{devroye2009,
  author	= {Devroye, L.},
  journal	= {ACM Transactions on Modeling and Computer Simulation},
  volume	= {19},
  number	= {4},
  pages		= {18},
  title		= {Random Variate Generation for Exponentially and
		  Polynomially Tilted Stable Distributions},
  year		= {2009}
}

@Article{sklar1959,
  author	= {Sklar, A.},
  journal	= {Publications de L'Institut de Statistique de
		  L'Universit{\'e} de Paris},
  pages		= {229--231},
  title		= {Fonctions de R{\'e}partition {\`a} $n$ Dimensions et Leurs
		  Marges},
  volume	= {8},
  year		= {1959}
}

@Article{hofert2008,
  author	= {Hofert, M.},
  journal	= {Computational Statistics \& Data Analysis},
  pages		= {5163--5174},
  title		= {Sampling {A}rchimedean Copulas},
  volume	= {52},
  year		= {2008}
}

@Article{scarsini1984,
  author	= {Scarsini, M.},
  journal	= {Stochastica},
  pages		= {201--218},
  title		= {On Measures of Concordance},
  volume	= {8},
  number	= {3},
  year		= {1984}
}

@Article{hofert2011a,
  author	= {Hofert, M.},
  journal	= {Computational Statistics \& Data Analysis},
  pages		= {57--70},
  title		= {Efficiently Sampling Nested {A}rchimedean Copulas},
  volume	= {55},
  number	= {},
  urldate	= {2010-05-11},
  year		= {2011}
}

@Book{hofert2010c,
  author	= {Hofert, M.},
  title		= {Sampling Nested {A}rchimedean Copulas with Applications to
		  CDO Pricing},
  year		= {2010},
  note		= {PhD thesis},
  isbn		= {978-3-8381-1656-3},
  publisher	= {{S{\"u}dwestdeutscher Verlag f{\"u}r Hochschulschriften AG
		  \& Co.\ KG}}
}

@Manual{r,
  title		= {\proglang{R}: A Language and Environment for Statistical
		  Computing},
  author	= {\proglang{R} Development Core Team},
  organization	= {\proglang{R} Foundation for Statistical Computing},
  address	= {Vienna, Austria},
  year		= 2010,
  note		= {{ISBN} 3-900051-07-0},
  url		= {http://www.R-project.org/},
  urldate	= {2010-07-21}
}

@Book{nolan2009,
  author	= {Nolan, J. P.},
  publisher	= {Birkh{\"a}user},
  title		= {Stable Distributions -- {M}odels for Heavy Tailed Data},
  note		= {Chapter~1 online at \url{http://academic2.american.edu/~jpnolan/stable/chap1.pdf}},
  urldate	= {2009-12-30},
  year		= {2011}
}

@Article{chambersmallowsstuck1976,
  author	= {Chambers, J. M. and Mallows, C. L. and Stuck, B. W.},
  journal	= {Journal of the American Statistical Association},
  pages		= {340--344},
  title		= {A Method for Simulating Stable Random Variables},
  volume	= {71},
  number	= {354},
  year		= {1976}
}

@Book{nelsen2007,
  author	= {Nelsen, R. B.},
  publisher	= {Springer-Verlag},
  address	= {New York},
  title		= {An Introduction to Copulas},
  year		= {2007}
}

@Article{mcneilneslehova2009,
  author	= {McNeil, A. J. and Ne{\v{s}}lehov{\'a}, J.},
  journal	= {The Annals of Statistics},
  title		= {Multivariate {A}rchimedean Copulas, $d$-monotone Functions
		  and $l_{1}$-norm Symmetric Distributions},
  pages		= {3059--3097},
  volume	= {37},
  number	= {5b},
  year		= {2009}
}

@Article{mcneil2008,
  author	= {McNeil, A. J.},
  journal	= {Journal of Statistical Computation and Simulation},
  pages		= {567--581},
  title		= {Sampling Nested {A}rchimedean Copulas},
  volume	= {78},
  series	= {6},
  year		= {2008}
}

@Article{kemp1981,
  author	= {Kemp, A. W.},
  journal	= {Journal of the Royal Statistical Society C},
  pages		= {249--253},
  title		= {Efficient Generation of Logarithmically Distributed
		  Pseudo-Random Variables},
  volume	= {30},
  number	= {3},
  year		= {1981}
}

@Article{marshallolkin1988,
  author	= {Marshall, A. W. and Olkin, I.},
  journal	= {Journal of the American Statistical Association},
  pages		= {834--841},
  title		= {Families of Multivariate Distributions},
  volume	= {83},
  series	= {403},
  year		= {1988}
}

@Article{kimberling1974,
  author	= {Kimberling, C. H.},
  journal	= {Aequationes Mathematicae},
  pages		= {152--164},
  title		= {A Probabilistic Interpretation of Complete Monotonicity},
  volume	= {10},
  year		= {1974}
}

@Book{joe1997,
  author	= {Joe, H.},
  publisher	= {Chapman {\&} Hall/CRC},
  title		= {Multivariate Models and Dependence Concepts},
  year		= {1997}
}

@Book{feller1971,
  author	= {Feller, W.},
  publisher	= {John Wiley \& Sons},
  edition	= {2nd},
  title		= {An Introduction to Probability Theory and Its Applications},
  volume	= {2},
  year		= {1971}
}

@misc{embrechtslindskogmcneil2001,
	author={Embrechts, P. and Lindskog, F. and McNeil, A. J.},
	title={{Modelling Dependence with Copulas and Applications to Risk Management}},
	year={2001},
	url={http://www.risklab.ch/ftp/papers/DependenceWithCopulas.pdf},
	urldate={2009-12-30}}

%% Achim Zeileis, editor of JSS, replaced the above with this one:
@InCollection{embrechtslindskogmcneil2003,
  author =	 {Embrechts, P. and Lindskog, F. and McNeil, A. J.},
  title =	 {Modelling Dependence with Copulas and Applications to
                  Risk Management},
  booktitle =	 {Handbook of Heavy Tailed Distributions in Finance},
  year =	 2003,
  publisher =	 {North-Holland},
  isbn =	 {0-444-50896-1},
  editor =	 {S. Rachev},
  pages =	 {329--384}
}

@Article{copula1,
  title = {Enjoy the Joy of Copulas: With a Package \pkg{copula}},
  author = {Jun Yan},
  journal = {Journal of Statistical Software},
  year = 2007,
  volume = 21,
  number = 4,
  pages = {1--21},
  url = {http://www.jstatsoft.org/v21/i04/},
}

@Article{copula2,
  title = {Modeling Multivariate Distributions with Continuous
    Margins Using the \pkg{copula} \proglang{R} Package},
  author = {Ivan Kojadinovic and Jun Yan},
  journal = {Journal of Statistical Software},
  year = 2010,
  volume = 34,
  number = 9,
  pages = {1--20},
  url = {http://www.jstatsoft.org/v34/i09/},
}

@Manual{fCopulae,
  title		= {\pkg{fCopulae}: Dependence Structures with Copulas},
  author	= {Diethelm Wuertz and others},
  year		= 2009,
  note		= {\proglang{R}~package version~2110.78},
  url		= {http://CRAN.R-project.org/package=fCopulae},
}

@Book{lattice,
  author = {Sarkar, D.},
  title = {\pkg{lattice}: Multivariate Data Visualization with \proglang{R}},
  publisher = {Springer-Verlag},
  year = {2008},
  address = {New York},
}

@article{Hofert:Maechler:2010:JSSOBK:v39i09,
  author =	"Marius Hofert and Martin Maechler",
  title =	"Nested Archimedean Copulas Meet R: The nacopula Package",
  journal =	"Journal of Statistical Software",
  volume =	39,
  number =	9,
  pages =	"1--20",
  day =  	9,
  month =	3,
  year = 	2011,
  CODEN =	"JSSOBK",
  ISSN = 	"1548-7660",
  bibdate =	"2010-11-15",
  URL =  	"http://www.jstatsoft.org/v39/i09",
  accepted =	"2010-11-15",
  submitted =	"2010-07-01",
}