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Alnasser, Hassan H.; Czado, Claudia
An Application of D-vine Regression for the Identification of Risky Flights in Runway Overrun
Preprint
2022

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Höhndorf, Lukas; Nagler, Thomas; Koppitz, Phillip; Czado, Claudia; Holzapfel, Florian
Statistical Dependence Analyses of Operational Flight Data Used for Landing Reconstruction Enhancement
Preprint
2022

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Sommer, Emanuel; Bax, Karoline ;Czado, Claudia
Vine Copula based portfolio level conditional risk measure forecasting
Preprint
2022

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Sahin, Özge; Czado, Claudia
High-dimensional sparse vine copula regression with application to genomic prediction
Preprint
2022

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Tepegjozova, Marija; Czado, Claudia
Bivariate vine copula based quantile regression
Preprint
2022
May

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Czado, Claudia; Van Keilegom, Ingrid
Dependent censoring based on copulas
Preprint
2021
33 pages

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Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, Sandra
ESG, Risk, and (Tail) Dependence
SSRN Electronic Journal
2021
May
29 Pages

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Sahin, Özge;Bax, Karoline;Paterlini, Sandra;Czado, Claudia
ESGM: ESG scores and the Missing pillar
SSRN Electronic Journal
2021
Jul
21 Pages

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Sahin, Özge; Bax, Karoline; Paterlini, Sandra; Czado, Claudia
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
SSRN Electronic Journal
2022
Jan
30 pages

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Sahin, Özge and Czado, Claudia
Vine copula mixture models and clustering for non-Gaussian data
Preprint
2021
Feb