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Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns.

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Bibliographic Details
Title: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns.
Authors: Deng, Lin1 (AUTHOR), Smith, Michael Stanley1 (AUTHOR) mike.smith@mbs.edu, Maneesoonthorn, Worapree2 (AUTHOR)
Source: Journal of Business & Economic Statistics. Apr2025, Vol. 43 Issue 2, p269-285. 17p.
Database: Business Source Ultimate
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ISSN:07350015
DOI:10.1080/07350015.2024.2360592