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Discovering intraday tail dependence patterns via a full-range tail dependence copula
Hua, Lei, (2023)
Drivers of firm-level tail dependence : a machine learning approach
Conlon, Thomas, (2024)
Return distribution predictability and its implications for portfolio selection
Zhu, Min, (2013)
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)