Joe, Harry; Li, Haijun Tail densities of skew-elliptical distributions. (English) Zbl 1412.60075 J. Multivariate Anal. 171, 421-435 (2019). MSC: 60G70 62H20 PDFBibTeX XMLCite \textit{H. Joe} and \textit{H. Li}, J. Multivariate Anal. 171, 421--435 (2019; Zbl 1412.60075) Full Text: DOI arXiv
Joe, Harry (ed.); Cai, Jun (ed.); Czado, Claudia (ed.); Li, Haijun (ed.) Preface to special issue on high-dimensional dependence and copulas. (English) Zbl 1314.00107 J. Multivariate Anal. 138, 1-3 (2015). MSC: 00B25 62-06 62H05 PDFBibTeX XMLCite \textit{H. Joe} (ed.) et al., J. Multivariate Anal. 138, 1--3 (2015; Zbl 1314.00107) Full Text: DOI
Hua, Lei; Joe, Harry; Li, Haijun Relations between hidden regular variation and the tail order of copulas. (English) Zbl 1294.62131 J. Appl. Probab. 51, No. 1, 37-57 (2014). MSC: 62H20 PDFBibTeX XMLCite \textit{L. Hua} et al., J. Appl. Probab. 51, No. 1, 37--57 (2014; Zbl 1294.62131) Full Text: DOI Euclid
Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun Vine copulas with asymmetric tail dependence and applications to financial return data. (English) Zbl 1254.91613 Comput. Stat. Data Anal. 56, No. 11, 3659-3673 (2012). MSC: 91B82 62P05 62H05 PDFBibTeX XMLCite \textit{A. K. Nikoloulopoulos} et al., Comput. Stat. Data Anal. 56, No. 11, 3659--3673 (2012; Zbl 1254.91613) Full Text: DOI
Joe, Harry; Li, Haijun Tail risk of multivariate regular variation. (English) Zbl 1239.62060 Methodol. Comput. Appl. Probab. 13, No. 4, 671-693 (2011). MSC: 62H05 62G32 62H10 62P05 PDFBibTeX XMLCite \textit{H. Joe} and \textit{H. Li}, Methodol. Comput. Appl. Probab. 13, No. 4, 671--693 (2011; Zbl 1239.62060) Full Text: DOI
Joe, Harry; Li, Haijun; Nikoloulopoulos, Aristidis K. Tail dependence functions and vine copulas. (English) Zbl 1177.62072 J. Multivariate Anal. 101, No. 1, 252-270 (2010). MSC: 62H05 62H20 62G32 PDFBibTeX XMLCite \textit{H. Joe} et al., J. Multivariate Anal. 101, No. 1, 252--270 (2010; Zbl 1177.62072) Full Text: DOI
Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun Extreme value properties of multivariate \(t\) copulas. (English) Zbl 1223.62081 Extremes 12, No. 2, 129-148 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 62H05 62H20 62G32 PDFBibTeX XMLCite \textit{A. K. Nikoloulopoulos} et al., Extremes 12, No. 2, 129--148 (2009; Zbl 1223.62081) Full Text: DOI