Modeling asymmetric tail dependence in a non-Gaussian framework

DOI10.1080/07474938.2025.2570253MaRDI QIDQ7238249zbMATH OpenFDO

Authors Sulkhan Chavleishvili

Publication date 6 May 2026

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2025.2570253

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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