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Smith, M., Min, A., Almeida,C. and Czado,C.
Modelling longitudinal data using a pair-copula decomposition of serial dependence.
Journal of the American Statistical Association
2010
105
492
1467-1479
Czado, C., Gärtner, F., and Min, A.
Kurowicka, D., Joe. H. (Ed)
Analysis of australian electricity loads using joint bayesian inference of d-vines with autoregressive margins.
Dependence Modeling - Handbook on Vine Copulae.
World Scientific
2010
Czado, C.
P. Jaworki, F. Durante, W. Härdle and W. Rychlik, (Ed.)
Pair-copula constructions of multivariate copulas
93-109
Workshop on Copula Theory and its Applications
Springer
2010
Czado, C.., Nguyen, T., Müller, G
Kneib, T. Tutz, G. (Eds.)
Ordinal stochastic volatility and stochastic volatility models for price changes: An empirical comparison.
301-320
Kneib, Thomas, Tutz, Gerhard: Statistical Modelling and Regression Structures
Springer
2010
Erhardt, V., Czado, C.
A method for approximately sampling high-dimensional count variables with prespecified Pearson correlation.
INFORMS - Journal on Computing
2010
Min, A., Holzmann, H., and Czado, C.
Model selection strategies for identifying most relevant covariates in homoscedastic linear models
Computational Statistics and Data Analysis
2010
54
3194-3211
Min, A., and Czado, C.
Testing for zero-modification in count regression models.
Statistica Sinica
2010
20
323-341
Min, A. and Czado, C.
Bayesian inference for multivariate copulas using pair-copula constructions.
Journal of Financial Econometrics
2010
8
4
511-546
Hofmann, M. and Czado, C.
Assessing the VaR of a portfolio using D-vine copula based multivariate GARCH models
Preprint
2010
Erhardt, V., Bogdan, M. and Czado, C.
Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression
Statistical Applications in Genetics and Molecular Biology
2010
9
1
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