A copula function is a multivariate distribution function whose respective marginals is uniform, and describes the dependence structure between these marginals. A well known theorem of Sklar (1959) states that any multivariate distribution function can be uniquely decomposed into its marginals and a copula. In this presentation, we make a brief review on basic properties of copulas, and particularly on recent researches on dynamic copulas due to Patton (2006), Hafner and Manner (2009), and so on. This will lead to the following presentation of Yoshizawa, where our joint study on the evolution of copulas will be given.