Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)
- Citation:
- Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR), Tófoli, P., Ziegelmann F. A., Silva Filho O. C., and Pereira P. L. V. , Journal of Time Series Econometrics, Volume 11, Issue 2, p.20170016, (2019)
