Simplified pair copula constructions—Limitations and extensions
Stöber, Jakob, Joe, Harry, Czado, Claudia
Published in Journal of multivariate analysis (01.08.2013)
Published in Journal of multivariate analysis (01.08.2013)
Get full text
Journal Article
Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen–Loève Expansion Method
Wang, Xiaolong, Beller, Lukas, Czado, Claudia, Holzapfel, Florian
Published in Sensors (Basel, Switzerland) (18.08.2020)
Published in Sensors (Basel, Switzerland) (18.08.2020)
Get full text
Journal Article
Modeling high-dimensional time-varying dependence using dynamic D-vine models
Almeida, Carlos, Czado, Claudia, Manner, Hans
Published in Applied stochastic models in business and industry (01.09.2016)
Published in Applied stochastic models in business and industry (01.09.2016)
Get full text
Journal Article
Nonparametric C- and D-vine-based quantile regression
Tepegjozova, Marija, Zhou, Jing, Claeskens, Gerda, Czado, Claudia
Published in Dependence modeling (28.02.2022)
Published in Dependence modeling (28.02.2022)
Get full text
Journal Article
Vine copula based dependence modeling in sustainable finance
Czado, Claudia, Bax, Karoline, Sahin, Özge, Nagler, Thomas, Min, Aleksey, Paterlini, Sandra
Published in The Journal of finance and data science (01.11.2022)
Published in The Journal of finance and data science (01.11.2022)
Get full text
Journal Article
Stress testing German industry sectors: Results from a vine copula based quantile regression
Fischer, Matthias, Kraus, Daniel, Pfeuffer, Marius, Czado, Claudia
Published in Risks (Basel) (01.09.2017)
Published in Risks (Basel) (01.09.2017)
Get full text
Journal Article
Vine Copula Based Modeling
Czado, Claudia, Nagler, Thomas
Published in Annual review of statistics and its application (07.03.2022)
Published in Annual review of statistics and its application (07.03.2022)
Get full text
Journal Article
Pair-Copula Bayesian Networks
Bauer, Alexander, Czado, Claudia
Published in Journal of computational and graphical statistics (01.12.2016)
Published in Journal of computational and graphical statistics (01.12.2016)
Get full text
Journal Article