Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case (Q2244594)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case |
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Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case (English)
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12 November 2021
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asymptotic tail dependence coefficient
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bivariate generalized hyperbolic distribution
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convergence rate
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mean-variance mixing
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copula
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bivariate symmetric t-distribution
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