@article{vinecopulabasedportfoliolevelconditional,
  title = {Vine Copula based portfolio level conditional risk measure forecasting},
  author = {Emanuel Sommer and Karoline Bax and Claudia Czado},
  year = {2022},
  eprint = {2208.09156},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2208.09156v2},
}