We develop Bayesian inference of a multivariate GARCH model where the dependence is introduced by a D-vine copula on the innovations. A D-vine copula is a special case of vine copulas which are a relatively new and very flexible concept to construct multivariate copulas. In particular it allows to model dependency between pairs of margins individually. In a simulation study and three real data ...

The Australian grape-growing and wine producing industry enjoyed meteoric growth from the early 1990s onwards, with wine sales forming an increasingly important element of both national export earnings and farm-sector income. Despite this success, a recent downward slump in industry profitability and a dampening of demand for wine has resulted in a call for governmentassisted intervention, whic...

Pruned vine-shoots used as wine additives have proven to be a useful tool for improving and differentiating wines. This is because they accumulate substances from the plant itself, which later, result of toasting process, express their greatest oenological potential. However, vine being one crops subject most phytosanitary treatments, including fungicides in particular, it can assumed that resi...

We apply standard Merton and enhanced Merton-D-Vine copula model for the measurement of credit risk on the basis of accounting and stock market data for 4 companies from Prague Stock Exchange, in the midterm horizon of 4 years. Basic Merton structural credit model is based on assumption that firm equity is European option on company assets. Consequently enhanced Merton model take in account mar...

A new combination in Matelea (Apocynaceae: Asclepiadoideae) for an endemic Jamaican vine is proposed.

Distributed hash tables suffer from several security and privacy vulnerabilities, including the problem of Sybil attacks. Existing social network-based solutions to mitigate the Sybil attacks in DHT routing have a high state requirement and do not provide an adequate level of privacy. For instance, such techniques require a user to reveal their social network contacts. We design X-Vine, a prote...

A fungus, Colletotrichum fioriniae, was isolated for the first time from fruits of Chinese matrimony vine (Lycium chinense Mill.) in Korea. It was classified as C. fioriniae based on the morphological characteristics and nucleotide sequence of glyceraldehyde-3-phosphate-dehydrogenase and β-tubulin. To the best of our knowledge, this is the first report of C. fioriniae causing anthracnose of Chi...

petri disease is responsible for grapevine decline and occurs wherever grapevines (vitis vinifera) are cultivated. phaeoacremonium species are among the principal hyphomycetes associated with petri disease. during 2009, a field survey was conducted throughout different vineyards in the fars province of iran in order to determine the fungal pathogens associated with the vine decline observed in ...

BACKGROUND In Castilla-La Mancha, Spain, the area with the highest density of vineyards in the world, 2 cases of Vitis vinifera pollen allergy have been previously reported. OBJECTIVE To determine the clinical relevance and biochemical characteristics of vine pollen in the Spanish province of Ciudad Real. METHODS We designed a prospective study of patients treated in the allergy units from ...

A bivariate copula mixed model has been recently proposed to synthesize diagnostic test accuracy studies and it has been shown that it is superior to the standard generalized linear mixed model in this context. Here, we call trivariate vine copulas to extend the bivariate meta-analysis of diagnostic test accuracy studies by accounting for disease prevalence. Our vine copula mixed model includes...