Tail dependence of skew <i>t</i>-copulas (Q2974910)

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Tail dependence of skew <i>t</i>-copulas
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    Tail dependence of skew <i>t</i>-copulas (English)
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    11 April 2017
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    simulation
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    skew normal copula
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    skew normal distribution
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    skew \(t\)-copula
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    skew \(t\)-distribution
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    tail dependence
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