@article {Krupskii.Joe2020,
	title = {Flexible copula models with dynamic dependence and application to financial data},
	journal = {Econometrics and Statistics},
	volume = {16},
	year = {2020},
	month = {OCT},
	pages = {148-167},
	issn = {2468-0389},
	doi = {10.1016/j.ecosta.2020.01.005},
	author = {Krupskii, Pavel and Joe, Harry}
}
