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Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min, (2017)
Multivariate frequency-severity regression models in insurance
Frees, Edward W., (2016)
Drivers of firm-level tail dependence : a machine learning approach
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An alternative bivariate zero-inflated negative binomial regression model using a copula
So, Sunha, (2011)
Simple LM tests for the unbalanced nested error component regression model
Baltagi, Badi H., (2002)