S. Cambanis, Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions, Journal of Multivariate Analysis, vol.7, issue.4, pp.551-559, 1977.
DOI : 10.1016/0047-259X(77)90066-5

H. Eyraud, Les principes de la mesure des correlations, Ann. Univ. Lyon Series A, vol.1, pp.30-47, 1938.

Y. Malevergne and D. Sornette, Testing the Gaussian copula hypothesis for financial assets dependences, Quantitative Finance, vol.16, issue.4, pp.231-250, 2003.
DOI : 10.1016/S0927-5398(99)00018-3

URL : https://hal.archives-ouvertes.fr/hal-00520539