Negative dependence concept in copulas and the marginal free herd behavior index

Jae Youn Ahn. Negative dependence concept in copulas and the marginal free herd behavior index. J. Computational Applied Mathematics, 288:304-322, 2015. [doi]

@article{Ahn15-1,
  title = {Negative dependence concept in copulas and the marginal free herd behavior index},
  author = {Jae Youn Ahn},
  year = {2015},
  doi = {10.1016/j.cam.2015.04.020},
  url = {http://dx.doi.org/10.1016/j.cam.2015.04.020},
  researchr = {https://researchr.org/publication/Ahn15-1},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {288},
  pages = {304-322},
}