New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610910701711091
Reference16 articles.
1. Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
2. New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
3. A new measure of linear local dependence
4. Dependence structures for multivariate high-frequency data in finance
5. Direction dependence in a regression line
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