Testing for Asymmetric Dependence
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Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)
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- Dependence structure between TOURISM and TRANS sector indices of the stock exchange of Thailand
- Testing asymmetry in dependence with copula-coskewness
- Dependence of Stock Returns in Bull and Bear Markets
- The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
- Generalized local Kendall's : a novel framework for uncovering nonlinear local dependence
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