Tail dependence and skew distributions

Thomas Fung, Eugene Seneta*

*Corresponding author for this work

Research output: Contribution to journalArticle

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)327-333
Number of pages7
JournalQuantitative Finance
Volume11
Issue number3
DOIs
Publication statusPublished - Mar 2011
Externally publishedYes

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