Copula diagnostics for asymmetries and conditional dependence

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  2. Copula diagnostics for asymmetries and conditional dependence

Copula diagnostics for asymmetries and conditional dependence

TitleCopula diagnostics for asymmetries and conditional dependence
Publication TypeJournal Article
Year of Publication2020
AuthorsChang, B, Joe, H
JournalJournal of Applied Statistics
Volume47
Pagination1587-1615
Date PublishedJUL 3
ISSN0266-4763
DOI10.1080/02664763.2019.1685080, Early Access Date = NOV 2019