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Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equit

Publication: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. Published Aug 10, 2023.

Research & Papers
arxiv.orgPublished Aug 10, 2023
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Overview

Publication: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. Published Aug 10, 2023.

Publication information

Publication title
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
Authors
Lin Deng, Michael Stanley Smith, Worapree Maneesoonthorn
Published
Aug 10, 2023
Last publication revision
Jul 2, 2024
Subject areas
econ.EM, cs.LG, q-fin.ST, stat.CO
Publication source
arxiv.org · abs/2308.05564v4 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2308.05564 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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