On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303)
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scientific article; zbMATH DE number 6821263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multivariate asymmetric dependence using multivariate skew-normal copula-based regression |
scientific article; zbMATH DE number 6821263 |
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On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (English)
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22 December 2017
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asymmetric dependence measure
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copula regression
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multivariate skew-normal copula
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asymmetric comovements of financial assets
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