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

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

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

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

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

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

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

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

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