Vine copulas with asymmetric tail dependence and applications to financial return data

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  2. Vine copulas with asymmetric tail dependence and applications to financial return data

Vine copulas with asymmetric tail dependence and applications to financial return data

TitleVine copulas with asymmetric tail dependence and applications to financial return data
Publication TypeJournal Article
AuthorsNikoloulopoulos, AK, Joe, H, Li, H