Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data. Kim, J., Jung, Y., & Sungur, E. A. MASA, 9(4):309-324, 2014.
Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data. [link]Link  Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data. [link]Paper  bibtex   
@article{journals/masa/KimJS14,
  added-at = {2014-10-16T00:00:00.000+0200},
  author = {Kim, Jong-Min and Jung, Yoon-Sung and Sungur, Engin A.},
  biburl = {http://www.bibsonomy.org/bibtex/2f413e8b5f36321af08123d9f07e36c43/dblp},
  ee = {http://dx.doi.org/10.3233/MAS-140303},
  interhash = {7e990abc04d740b4908025c23ea4d63c},
  intrahash = {f413e8b5f36321af08123d9f07e36c43},
  journal = {MASA},
  keywords = {dblp},
  number = 4,
  pages = {309-324},
  timestamp = {2015-06-17T23:53:05.000+0200},
  title = {Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data.},
  url = {http://dblp.uni-trier.de/db/journals/masa/masa9.html#KimJS14},
  volume = 9,
  year = 2014
}

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