Pages that link to "Item:Q939329"

The following pages link to Modelling total tail dependence along diagonals (Q939329):

Displaying 20 items.

• Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
• Tail dependence of the Gaussian copula revisited (Q343977) (← links)
• Multivariate extremes and the aggregation of dependent risks: examples and counter-examples (Q626283) (← links)
• On copulas and their diagonals (Q730890) (← links)
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
• Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management (Q2059101) (← links)
• The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592) (← links)
• Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
• Zero-linear copulas (Q2224912) (← links)
• Transformation of a copula using the associated co-copula (Q2283652) (← links)
• Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
• Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
• Constructing Copulas with Given Diagonal and Opposite Diagonal Sections (Q3007830) (← links)
• (Q3098521) (← links)
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence (Q3396355) (← links)
• (Q3552470) (← links)
• OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS (Q3638809) (← links)
• An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern (Q4555135) (← links)
• Absolutely Continuous Copulas with Given Diagonal Sections (Q5494727) (← links)
• Comparing and quantifying tail dependence (Q6607486) (← links)