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

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

Czado, Claudia; Van Keilegom, Ingrid
Dependent censoring based on copulas
Preprint
2021
33 pages

Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, Sandra
ESG, Risk, and (Tail) Dependence
SSRN Electronic Journal
2021
May
29 Pages

Sahin, Özge;Bax, Karoline;Paterlini, Sandra;Czado, Claudia
ESGM: ESG scores and the Missing pillar
SSRN Electronic Journal
2021
Jul
21 Pages

Sahin, Özge; Bax, Karoline; Paterlini, Sandra; Czado, Claudia
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
SSRN Electronic Journal
2022
Jan
30 pages

Sahin, Özge and Czado, Claudia
Vine copula mixture models and clustering for non-Gaussian data
Preprint
2021
Feb