application of d-vine regression copula in covid-19 data

The rapid spread of covid-19 since january 2020 has dramatically affected financial markets and economies all over the world, especially in united states. this paper aims at utilizing the regression model of d-vine copula to investigate about the effects of each input variables related to coronavirus news on our three response variables which are three famous indices in u.s. findings demonstrate that the fitted quantile curves of all input variables suggest that the news variables have the most negative effect on all mentioned indices.