@article {Chang.Joe2020, title = {Copula diagnostics for asymmetries and conditional dependence}, journal = {Journal of Applied Statistics}, volume = {47}, number = {9}, year = {2020}, month = {JUL 3}, pages = {1587-1615}, issn = {0266-4763}, doi = {10.1080/02664763.2019.1685080, Early Access Date = NOV 2019}, author = {Chang, Bo and Joe, Harry} }