Cite
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
MLA
Deng, Lin, et al. Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. 2023. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2308.05564&authtype=sso&custid=ns315887.
APA
Deng, L., Smith, M. S., & Maneesoonthorn, W. (2023). Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns.
Chicago
Deng, Lin, Michael Stanley Smith, and Worapree Maneesoonthorn. 2023. “Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns.” http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsarx&AN=edsarx.2308.05564&authtype=sso&custid=ns315887.