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

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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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An: 183940506
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  Data: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Business+%26+Economic+Statistics%22">Journal of Business & Economic Statistics</searchLink>. Apr2025, Vol. 43 Issue 2, p269-285. 17p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=183940506
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1080/07350015.2024.2360592
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      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 269
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      – TitleFull: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns.
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            NameFull: Deng, Lin
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            NameFull: Smith, Michael Stanley
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            – D: 01
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              Text: Apr2025
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              Y: 2025
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              Value: 43
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