A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data

• Charu Sharma ,

  Contributed equally to this work with: Charu Sharma, Niteesh Sahni

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: charu.sharma@snu.edu.

  Affiliation Department of Mathematics, Shiv Nadar University, Uttar Pradesh, India

  https://orcid.org/0000-0002-5586-5699

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• Niteesh Sahni

  Contributed equally to this work with: Charu Sharma, Niteesh Sahni

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Writing – original draft, Writing – review & editing

  Affiliation Department of Mathematics, Shiv Nadar University, Uttar Pradesh, India

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