Analysis of directional dependence using asymmetric copula-based regression models
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949655.2013.779696
Reference36 articles.
1. Multivariate Models and Multivariate Dependence Concepts
2. A Note on Directional Dependence in Regression Setting
3. Some Observations on Copula Regression Functions
4. New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
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