Model the complex dependence structures of financial variables by using canonical vine.

@inproceedings{wei-2012-model, author = {Wei Wei and Xuhui Fan and Jinyan Li and Longbing Cao}, editor = {Xue-wen Chen and Guy Lebanon and Haixun Wang and Mohammed J. Zaki}, title = {{Model the complex dependence structures of financial variables by using canonical vine}}, booktitle = {{21st ACM International Conference on Information and Knowledge Management, CIKM'12, Maui, HI, USA, October 29 - November 02, 2012}}, pages = {1382--1391}, publisher = {ACM}, year = {2012}, url = {https://doi.org/10.1145/2396761.2398443}, doi = {https://doi.org/10.1145/2396761.2398443} }