Xiaoting Li

Orcid: 0009-0006-9713-3230

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According to our database¹, Xiaoting Li authored at least 4 papers between 2023 and 2026.

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2026

Properties of CoVaR based on tail expansions of copulas.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2026

2024

Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence.

[BibT_eX]

[DOI]

Entropy, July, 2024

Multivariate directional tail-weighted dependence measures.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2024

2023

Estimation of multivariate tail quantities.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., September, 2023