Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347)

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Copula-based measures of asymmetry between the lower and upper tail probabilities
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    Copula-based measures of asymmetry between the lower and upper tail probabilities (English)
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    21 December 2022
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    asymptotic theory
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    bootstrap
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    extreme value theory
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    Gaussian process
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    stock daily return
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