Testing Asymmetry in Dependence with Copula-Coskewness

Bücher, A, Irresberger, F and Weiss, GNF (2017) Testing Asymmetry in Dependence with Copula-Coskewness. North American Actuarial Journal, 21 (2). pp. 267-280. ISSN 1092-0277

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Metadata

Item Type: Article
Authors/Creators:
  • Bücher, A
  • Irresberger, F
  • Weiss, GNF
Copyright, Publisher and Additional Information:

© Society of Actuaries. This is an Accepted Manuscript of an article published by Taylor & Francis in North American Actuarial Journal on 1 May 2017, available online: http://www.tandfonline.com/10.1080/10920277.2017.1282876. Uploaded in accordance with the publisher's self-archiving policy.

Dates:
  • Published: 3 April 2017
  • Published (online): May 2017
  • Accepted: 1 November 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 04 Sep 2017 10:10
Last Modified: 01 Nov 2018 01:38
Status: Published
Publisher: Taylor & Francis
Identification Number: 10.1080/10920277.2017.1282876
Open Archives Initiative ID (OAI ID):

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