Trivariate-ARMA-GARCH type-Vine Copula model for time series forecasting

B. Manjunatha, Ranjit Kumar Paul, V. Ramasubramanian, G. Avinash, A. K. Paul, Md Yeasin, Mrinmoy Ray. Trivariate-ARMA-GARCH type-Vine Copula model for time series forecasting. Communications in Statistics - Simulation and Computation, 55(4):1216-1246, April 2026. [doi]

Authors

B. Manjunatha

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Ranjit Kumar Paul

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V. Ramasubramanian

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G. Avinash

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A. K. Paul

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Md Yeasin

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Mrinmoy Ray

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