Before revision:  To fully understand the potential, we propose a new empirical methodology which combines generalized autoregressive score copula functions with high frequency data , and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.
After revision:  To fully understand this potential, we propose a new empirical methodology which combines generalized autoregressive score copula functions with high frequency data , and allows us to capture and forecast the conditional time-varying joint distribution of the oil -- stocks pair accurately.