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"Truncation invariant copulas for modeling directional dependence: ..."

Jong-Min Kim, Yoon-Sung Jung, Engin A. Sungur (2014)

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DOI: 10.3233/MAS-140303

access: closed

type: Journal Article

metadata version: 2022-11-11

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Jong-Min Kim, Yoon-Sung Jung, Engin A. Sungur:
Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data. Model. Assist. Stat. Appl. 9(4): 309-324 (2014)

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