Acar, Elif F.; Czado, Claudia; Lysy, MartinFlexible dynamic vine copula models for multivariate time series dataEconometrics and Statistics20191212Oct181-197
Czado, ClaudiaDiggle, P., Gather, U., and Zeger, S. Analyzing Dependent Data with Vine CopulasSpringer International Publishing2019242
Barthel, Nicole;Geerdens, Candida;Czado, Claudia;Janssen, PaulDependence modeling for recurrent event times subject to right‐censoring with D‐vine copulasBiometrics2019752Jun439-451
Nagler, T., Bumann, C. and Czado, C.Model selection in sparse high-dimensional vine copula models with an application to portfolio riskJournal of Multivariate Analysis2019172Jul180-192
Müller, D. and Czado, C.Dependence modelling in ultra high dimensions with vine copulas and the Graphical LassoComputational Statistics & Data Analysis2019137Sep211-232
Jäger, W.S.;Nagler, T.;Czado, C.;McCall, R.T.A statistical simulation method for joint time series of non-stationary hourly wave parametersCoastal Engineering2019146146Apr14-31
Czado, Claudia;Ivanov, Eugen;Okhrin, YaremaModelling temporal dependence of realized variances with vinesEconometrics and Statistics201912Oct198-216
Barthel, NicoleVine based models for multivariate volatility time-series and time-to-event data2019Dissertation183 p.