Refines asymmetric copulas with a topological ordering of classes via equivalence relations and a subcopula ordering process, illustrated on the asymmetric Cobb-Douglas model.
An order of asymmetry in copulas, and implications for risk m anagement
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Functional treatment of asymmetric copulas
Refines asymmetric copulas with a topological ordering of classes via equivalence relations and a subcopula ordering process, illustrated on the asymmetric Cobb-Douglas model.