Tail dependence and skew distributions (Q3169211): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/14697681003724826
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+W2024786204
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@@ Property / cites work @@
+Tail dependence of skewed grouped \(t\)-distributions
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+The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
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+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
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+Tailweight, quantiles and kurtosis: A study of competing distributions
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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+Subordinated market index models: A comparison
@@ Property / cites work: Subordinated market index models: A comparison / rank @@
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+A multivariate jump-driven financial asset model
@@ Property / cites work: A multivariate jump-driven financial asset model / rank @@
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@@ Property / cites work @@
+Copulas: Tales and facts (with discussion)
@@ Property / cites work: Copulas: Tales and facts (with discussion) / rank @@
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+Tail dependence for elliptically contoured distributions
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