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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Deng, Lin, Smith, Michael Stanley, Maneesoonthorn, Worapree
Format:	Preprint
Published:	2023
Subjects:	Econometrics Machine Learning Statistical Finance Computation
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2308.05564