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- Title:
Stationary vine copula models for multivariate time series
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Nagler, Thomas; Krüger, Daniel; Min, Aleksey
- Journal title:
- Journal of Econometrics
- Year:
- 2022
- Journal volume:
- 227
- Journal issue:
- 2
- Pages contribution:
- 305-324
- Fulltext / DOI:
- doi:10.1016/j.jeconom.2021.11.015
- Publisher:
- Elsevier BV
- E-ISSN:
- 0304-4076
- Date of publication:
- 01.04.2022
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