in stationary Markov chains using copula functions. We obtain conditions that imply a geometric rate of mixing in models … and tail dependence in the copula function. Rho-mixing, which implies a geometric rate of alpha-mixing, is obtained under … a much weaker condition. We verify one or both of these conditions for a range of parametric copula functions that are …

in stationary Markov chains using copula functions. We obtain sucient conditions for a geometric rate of mixing in models … tail dependence in the copula function. Geometric rho-mixing is obtained under a weaker condition that permits both … asymmetry and tail dependence. We verify one or both of these conditions for a range of parametric copula functions that are …