@article{marginalsversuscopulaswhichaccountfor,
  title = {Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?},
  author = {Simon Fritzsch and Maike Timphus and Gregor Weiss},
  year = {2021},
  eprint = {2109.10946},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2109.10946v1},
}