Czado, Claudia; Bax, Karoline; Sahin, Özge; Nagler, Thomas; Min, Aleksey; Paterlini, Sandra
Vine copula based dependence modeling in sustainable finance
The Journal of Finance and Data Science
2022
8
Nov
309-330

Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, Sandra
ESG, risk, and (tail) dependence
International Review of Financial Analysis
2023
87
May
102513

Sahin, Özge; Bax, Karoline; Paterlini, Sandra; Czado, Claudia
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
Global Finance Journal
2023
56
May
100780

Zhang, Chunfang; Czado, Claudia
Vine copula-based Bayesian classification for multivariate time series of electroencephalography eye states
Journal of the Royal Statistical Society Series C: Applied Statistics
2023
72
4
Jun
992-1022

Sommer, Emanuel; Bax, Karoline; Czado, Claudia
Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
Econometrics and Statistics
2023
Aug

Czado, C; Van Keilegom, I
Dependent censoring based on parametric copulas
Biometrika
2022
110
3
Dec
721-738

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