Kreuzer, Alexander; Czado, Claudia
Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo
Econometrics and Statistics
2021
19
Jul
130-150

Sahin, Özge; Bax, Karoline; Czado, Claudia; Paterlini, Sandra
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?
Corporate Social Responsibility and Environmental Management
2022
29
5
Jun
1782-1798

Hanebeck, Ariane; Czado, Claudia
On the Observability of Gaussian Models using Discrete Density Approximations
2022 25th International Conference on Information Fusion (FUSION)
IEEE
2022

Czado, Claudia; Nagler, Thomas
Vine Copula Based Modeling
Annual Review of Statistics and Its Application
2022
9
1
Mar
453-477

Tepegjozova, Marija; Zhou, Jing; Claeskens, Gerda; Czado, Claudia
Nonparametric C- and D-vine-based quantile regression
Dependence Modeling
2022
10
1
Feb
1-21

Sahin, Özge; Czado, Claudia
Vine copula mixture models and clustering for non-Gaussian data
Econometrics and Statistics
2022
22
Apr
136-158

Yang, Lu; Czado, Claudia
Two‐part D‐vine copula models for longitudinal insurance claim data
Scandinavian Journal of Statistics
2022
Jan

Kreuzer, Alexander;Dalla Valle, Luciana;Czado, Claudia
A Bayesian non‐linear state space copula model for air pollution in Beijing
Journal of the Royal Statistical Society: Series C (Applied Statistics)
2022
Mar

Brechmann, E.C., K. Hendrich and C. Czado
Conditional copula simulation for systemic risk stress testing.
Insurance: Mathematics and Economics
2013
53
722-732

Wang, Xiaolong; Beller, Lukas; Czado, Claudia; Holzapfel, Florian
Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen–Loève Expansion Method
Sensors
2020
20
16
Aug
4634