Acar, Elif F.; Czado, Claudia; Lysy, Martin
Flexible dynamic vine copula models for multivariate time series data
Econometrics and Statistics
2019
12
12
Oct
181-197

Czado, Claudia
Diggle, P., Gather, U., and Zeger, S.
Analyzing Dependent Data with Vine Copulas
Springer International Publishing
2019
242

Barthel, Nicole;Geerdens, Candida;Czado, Claudia;Janssen, Paul
Dependence modeling for recurrent event times subject to right‐censoring with D‐vine copulas
Biometrics
2019
75
2
Jun
439-451

Nagler, T., Bumann, C. and Czado, C.
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
Journal of Multivariate Analysis
2019
172
Jul
180-192

Müller, D. and Czado, C.
Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso
Computational Statistics & Data Analysis
2019
137
Sep
211-232

Jäger, W.S.;Nagler, T.;Czado, C.;McCall, R.T.
A statistical simulation method for joint time series of non-stationary hourly wave parameters
Coastal Engineering
2019
146
146
Apr
14-31

Czado, Claudia;Ivanov, Eugen;Okhrin, Yarema
Modelling temporal dependence of realized variances with vines
Econometrics and Statistics
2019
12
Oct
198-216

Barthel, Nicole
Vine based models for multivariate volatility time-series and time-to-event data
2019
Dissertation
183 p.