Copula-based measures of asymmetry between the lower and upper tail probabilities

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1613-9798
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Copula-based measures of asymmetry between the lower and upper tail probabilities ; day:6 ; month:3 ; year:2022 ; pages:1-23
Statistical papers ; (6.3.2022), 1-23

Classification
Wirtschaft

Creator
Kato, Shogo
Yoshiba, Toshinao
Eguchi, Shinto
Contributor
SpringerLink (Online service)

DOI
10.1007/s00362-022-01297-w
URN
urn:nbn:de:101:1-2022060202261265252390
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:35 AM CEST

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Associated

  • Kato, Shogo
  • Yoshiba, Toshinao
  • Eguchi, Shinto
  • SpringerLink (Online service)

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