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20232026
most citedLarge Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns

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stat.ME2025

A Tractable Unified Skew-t Distribution and Its Copula for Heterogeneous Asymmetries

Lin Deng, Michael Stanley Smith, Worapree Maneesoonthorn

Multivariate distributions that allow for asymmetry and heavy tails are important building blocks in many econometric and statistical models. The Unified Skew-t (UST) is a promisin…