Emel KIZILOK KARA, Sibel AÇIK KEMALOĞLU, Ozan EVKAYA

Analysis of asymmetric financial data with directional dependence measures

Analysis of asymmetric financial data with directional dependence measures

Hacettepe Journal of Mathematics and Statistics

2023-Cilt: 52 Sayı: 4

1096-1119

Asymmetric models, directional dependence, Khoudraji copulas, stock indices

490111