Testing Asymmetry in Dependence with Copula-Coskewness
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Publication:5379220
DOI10.1080/10920277.2017.1282876OpenAlexW2346113745WikidataQ59889399 ScholiaQ59889399MaRDI QIDQ5379220
Axel Bücher, Gregor N. F. Weiß, Felix Irresberger
Publication date: 28 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/120778/1/SSRN-id2772730.pdf
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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