Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li. Vine copulas with asymmetric tail dependence and applications to financial return data. Computational Statistics & Data Analysis, 56(11):3659-3673, 2012. [doi]
@article{NikoloulopoulosJL12,
title = {Vine copulas with asymmetric tail dependence and applications to financial return data},
author = {Aristidis K. Nikoloulopoulos and Harry Joe and Haijun Li},
year = {2012},
doi = {10.1016/j.csda.2010.07.016},
url = {http://dx.doi.org/10.1016/j.csda.2010.07.016},
researchr = {https://researchr.org/publication/NikoloulopoulosJL12},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {56},
number = {11},
pages = {3659-3673},
}