Asymmetric dependence, tail dependence, and the time interval over which the variables are measured

Byoung Uk Kang; G. Kim

Asymmetric dependence, tail dependence, and the time interval over which the variables are measured

Research output: Unpublished conference presentation (presented paper, abstract, poster) › Conference presentation (not published in journal/proceeding/book) › Academic research › peer-review

Original language	English
Publication status	Published - 2014
Event	Conference on Recent Developments in Financial Econometrics and Applications - Duration: 1 Jan 2014 → …

Conference

Conference	Conference on Recent Developments in Financial Econometrics and Applications
Period	1/01/14 → …

Cite this

@conference{fde60f79234747e1a28309f8c60da4b5,

title = "Asymmetric dependence, tail dependence, and the time interval over which the variables are measured",

author = "Kang, {Byoung Uk} and G. Kim",

year = "2014",

language = "English",

note = "Conference on Recent Developments in Financial Econometrics and Applications ; Conference date: 01-01-2014",

}

Asymmetric dependence, tail dependence, and the time interval over which the variables are measured. / Kang, Byoung Uk; Kim, G.
2014. Paper presented at Conference on Recent Developments in Financial Econometrics and Applications.

Research output: Unpublished conference presentation (presented paper, abstract, poster) › Conference presentation (not published in journal/proceeding/book) › Academic research › peer-review