The bivariate normal copula function is regularly varying (Q643238): Difference between revisions

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+https://doi.org/10.1016/j.spl.2011.06.003
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+W2070499661
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+Tail dependence of skewed grouped \(t\)-distributions
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+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
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+Tail dependence for two skew \(t\) distributions
@@ Property / cites work: Tail dependence for two skew \(t\) distributions / rank @@
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+Tail dependence and skew distributions
@@ Property / cites work: Tail dependence and skew distributions / rank @@
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+Q5538132
@@ Property / cites work: Q5538132 / rank @@
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+Multivariate extremes, aggregation and dependence in elliptical distributions
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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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+An introduction to copulas. Properties and applications
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@@ Property / cites work @@
+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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+Tail dependence for elliptically contoured distributions
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+Q3184722
@@ Property / cites work: Q3184722 / rank @@
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+Regularly varying functions
@@ Property / cites work: Regularly varying functions / rank @@
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+Quantile mechanics
@@ Property / cites work: Quantile mechanics / rank @@
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