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  1. 1
    Comparison and Classification of Flexible Distributions for Multivariate Skew and Heavy-Tailed Data

    Comparison and Classification of Flexible Distributions for Multivariate Skew and Heavy-Tailed Data by Slađana Babić, Christophe Ley, David Veredas

    Published 2019-09-01
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  2. 2
    TailCoR: A new and simple metric for tail correlations that disentangles the linear and nonlinear dependencies that cause extreme co-movements.

    TailCoR: A new and simple metric for tail correlations that disentangles the linear and nonlinear dependencies that cause extreme co-movements. by Sladana Babić, Christophe Ley, Lorenzo Ricci, David Veredas

    Published 2023-01-01
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