Article "Estimating Asymmetric Dynamic Distributions in High Dimensions" has been published in Asymmetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns, ed. by Jamie Alcock, Stephen Satchell, 2018, Wiley. Authors: Stanislav Anatolyev, Renat Khabibullin, Artem Prokhorov . Avoid downturn vulnerability by managing correlation dependency