@article {4950,
	title = {Assessing Dependence Between Financial Market Indexes Using Conditional Time-Varying Copulas: Applications to Value at Risk},
	journal = {Quantitative Finance},
	volume = {14},
	year = {2014},
	pages = {2155-2170},
	author = {O. C. Silva Filho and F. A. Ziegelmann and M. Dueker}
}
