@article{copulaanalysisofriskamultivariaterisk,
  title = {Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH},
  author = {Aryan Singh and Paul O Reilly and Daim Sharif and Patrick Haughey and Eoghan McCarthy and Sathvika Thorali Suresh and Aakhil Anvar and Adarsh Sajeev Kumar},
  year = {2025},
  eprint = {2505.06950},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2505.06950v1},
}