Mr Lin Deng
Research Fellow
Office of the Chief Operating Officer
2 Scholarly works
0 Projects
HIGHLIGHTS
2025
Thesis / Dissertation
Capturing Heterogeneous Asymmetries: Bayesian Skew-t Distributions and Copulas
2025
Journal article
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
DOI: 10.1080/07350015.2024.2360592