Authors and Citation

Authors

• Thomas Nagler. Author, maintainer.

Citation

Nagler T, Krüger D, Min A (2022). “Stationary vine copula models for multivariate time series.” Journal of Econometrics, 227(2), 305–324. doi:10.1016/j.jeconom.2021.11.015.

@Article{,
  title = {Stationary vine copula models for multivariate time series},
  author = {Thomas Nagler and Daniel Krüger and Aleksey Min},
  journal = {Journal of Econometrics},
  year = {2022},
  volume = {227},
  number = {2},
  pages = {305--324},
  doi = {10.1016/j.jeconom.2021.11.015},
}