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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},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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