Asymmetric tail dependence modeling, with application to cryptocurrency market data

Statistical research spans an enormous range from direct subject-matter collaborations to pure mathematical theory. The Annals of Applied Statistics, the newest journal from the IMS, is aimed at papers in the applied half of this range. Published quarterly in both print and electronic form, our goal is to provide a timely and unified forum for all areas of applied statistics.

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].