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The General Tail Dependence Function in the Marshall-Olkin and Other Parametric Copula Models with an Application to Financial Time Series

Published Online: 2021-03-31

Published Print: 2022-05

Authors

Flores, Yuri Salazar https://orcid.org/0000-0001-9503-7479
Díaz-Hernández, Adán
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Text and Data Mining valid from 2021-03-31

Version of Record valid from 2021-03-31
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Article History

Received: 4 March 2020

Accepted: 26 October 2020

First Online: 31 March 2021

Compliance with Ethical Standards

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: On behalf of all authors, the corresponding author states that there is no conflict of interest.

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