To cite package 'dcvar' in publications use: Lugauer B (2026). _dcvar: Dynamic Copula VAR Models for Time-Varying Dependence_. R package version 0.3.1, . A BibTeX entry for LaTeX users is @Manual{, title = {dcvar: Dynamic Copula VAR Models for Time-Varying Dependence}, author = {Benedikt Lugauer}, year = {2026}, note = {R package version 0.3.1}, url = {https://github.com/benlug/dcvar}, }