  We examine the rate of decay to the limit of the tail dependence coefficient
of a bivariate skew t distribution which always displays asymptotic tail
dependence. It contains as a special case the usual bivariate symmetric t
distribution, and hence is an appropriate (skew) extension. The rate is
asymptotically power-law. The second-order structure of the univariate quantile
function for such a skew-t distribution is a central issue.
