New paper accepted: Gong, Y., and Huser, R. (2021+), Asymmetric tail dependence modeling, with application to cryptocurrency market data, Annals of Applied Statistics [arXiv][PDF preprint].
New paper accepted: Gong, Y., and Huser, R. (2021+), Asymmetric tail dependence modeling, with application to cryptocurrency market data, Annals of Applied Statistics [arXiv][PDF preprint].