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Negative Dependence Concept in Copulas and the Marginal Free Herd Behavior Index. (2015). Ahn, Jae Youn.
In: Papers.
RePEc:arx:papers:1503.03180.

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  1. On a bivariate copula for modeling negative dependence: application to New York air quality data. (2022). Finkelstein, Maxim ; Bhuyan, Prajamitra ; Ghosh, Shyamal.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00636-3.

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  2. On Minimal Copulas under the Concordance Order. (2020). Fuchs, Sebastian ; Ahn, Jae Youn.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:184:y:2020:i:3:d:10.1007_s10957-019-01618-4.

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  3. Measuring herd behavior: properties and pitfalls. (2017). Youn, Ahn Jae ; Woojoo, Lee .
    In: Dependence Modeling.
    RePEc:vrs:demode:v:5:y:2017:i:1:p:316-329:n:19.

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References

References cited by this document

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