Tail dependence and skew distributions (Q3169211)

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Language	Label	Description	Also known as
English	Tail dependence and skew distributions	scientific article

Statements

scholarly article

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Tail dependence and skew distributions (English)

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Quantitative Finance

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publication date

28 April 2011

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/14697681003724826

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Tail dependence of skewed grouped \(t\)-distributions

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The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data

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The t Copula and Related Copulas

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Tailweight, quantiles and kurtosis: A study of competing distributions

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Multivariate extremes, aggregation and dependence in elliptical distributions

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Subordinated market index models: A comparison

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A multivariate jump-driven financial asset model

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Copulas: Tales and facts (with discussion)

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Tail dependence for elliptically contoured distributions

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Identifiers

zbMATH Open document ID

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10.1080/14697681003724826

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3169211

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