Asymmetric Dependence in Finance
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Published By John Wiley & Sons Ltd

9781119288992, 9781119289012
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimating Asymmetric Dynamic Distributions in High Dimensions

2018 ◽  
pp. 169-197
Author(s):  
Stanislav Anatolyev ◽  
Renat Khabibullin ◽  
Artem Prokhorov
Keyword(s):  
High Dimensions

Canonical Vine Copulas in the Context of Modern Portfolio Management

2018 ◽  
pp. 263-289
Author(s):  
Rand Kwong Yew Low ◽  
Jamie Alcock ◽  
Robert Faff ◽  
Timothy Brailsford
Keyword(s):  
Portfolio Management ◽  
Vine Copulas

The Price of Asymmetric Dependence

2018 ◽  
pp. 47-74
Author(s):  
Jamie Alcock ◽  
Anthony Hatherley
Keyword(s):  
Asymmetric Dependence
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