Pages that link to "Item:Q320313"
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The following pages link to An order of asymmetry in copulas, and implications for risk management (Q320313):
Displaying 13 items.
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- On degrees of asymmetry of a copula with respect to a track (Q2328794) (← links)
- Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
- Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation (Q2950559) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- Characterizing the Asymmetric Dependence Premium* (Q4555691) (← links)
- Functional treatment of asymmetric copulas (Q5236714) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- Symmetry properties and asymmetry evaluation of Bayesian confirmation measures (Q6535171) (← links)
- New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems (Q6553749) (← links)
- Comparing and quantifying tail dependence (Q6607486) (← links)
- Modeling currency exchange data with asymmetric copula functions (Q6637735) (← links)