Tail dependence and skew distributions

Thomas Fung, Eugene Seneta^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

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@article{5584ca71ee924db2ad9bbf3cc9e69572,

title = "Tail dependence and skew distributions",

author = "Thomas Fung and Eugene Seneta",

year = "2011",

month = mar,

doi = "10.1080/14697681003724826",

language = "English",

volume = "11",

pages = "327--333",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge, Taylor and Francis Group",

number = "3",

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T1 - Tail dependence and skew distributions

AU - Fung, Thomas

AU - Seneta, Eugene

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SN - 1469-7688

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JF - Quantitative Finance

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