Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data

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

Authors

Jong-Min Kim

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Yoon-Sung Jung

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Engin A. Sungur

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