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]
@article{KimJS14-3,
title = {Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data},
author = {Jong-Min Kim and Yoon-Sung Jung and Engin A. Sungur},
year = {2014},
doi = {10.3233/MAS-140303},
url = {http://dx.doi.org/10.3233/MAS-140303},
researchr = {https://researchr.org/publication/KimJS14-3},
cites = {0},
citedby = {0},
journal = {MASA},
volume = {9},
number = {4},
pages = {309-324},
}