My new paper Discovering Intraday Tail Dependence Patterns via a Full-Range Tail Dependence Copula is just published and highlighted as the Cover Story in the journal Risks. This paper promotes the use of full-range tail dependence copulas for real-world applications, and in particular some interesting intraday tail dependence patterns of the U.S financial markets have been discovered.

Risks is a peer-reviewed journal, all publications being freely available to all readers. Here is a link to the full text of the paper:

Risks Cover Page