Author:
Fung Thomas,Seneta Eugene
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference15 articles.
1. Tail dependence of skewed grouped t-distributions;Banachewicz;Statistics and Probability Letters,2008
2. The t copula and related copulas;Demarta;International Statistical Review,2005
3. Correlation and dependency in risk management: properties and pitfalls;Embrechts,2001
4. Tail dependence for two skew t distributions;Fung;Statistics and Probability Letters,2010
5. Modelling and estimation for bivariate financial returns;Fung;International Statistical Review,2010
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献