@article{nonlineardependenceandgrangercausalitya,
  title = {Non-linear dependence and Granger causality: A vine copula approach},
  author = {Roberto Fuentes-Martínez and Irene Crimaldi and Armando Rungi},
  year = {2024},
  eprint = {2409.15070},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2409.15070v2},
}