@article {5233,
	title = {Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)},
	journal = {Journal of Time Series Econometrics},
	volume = {11},
	year = {2019},
	pages = {20170016},
	author = {T{\'o}foli, P. and F. A. Ziegelmann and Silva Filho, O.C. and Pereira, P.L.V.}
}
