Vine Copula VAR:From Recursive Margins to Joint Forecast Inference

arXiv:2610.07589 · econ.EM, math.ST, stat.ML, stat.TH · Submitted 2026-10-06 · Read on arXiv

econ.EM, math.ST, stat.ML, stat.TH

Submitted: 2026-10-06

Updated: 2026-10-06

Terminology

• Copula — 1× in this paper · explained in 2 episodes

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