To cite svines in publications, use:
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.
Corresponding BibTeX entry:
@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},
}