Claudia CzadoR-code for Chapter 01: Multivariate distributions and copulas2019
Claudia CzadoR-code for Chapter 02: Dependence measures2019
Claudia CzadoR-code for Chapter 03: Bivariate copula classes, their visualization and estimation2019
Claudia CzadoR-code for Chapter 04: Pair copula decompositions and constructions2019
Claudia CzadoR-code for Chapter 06: Simulating regular vine copulas and distributions2019
Claudia CzadoR-code for Chapter 07: Parameter estimation in simplified regular vine copulas2019
Claudia CzadoR-code for Chapter 08: Selection of regular vine copula models2019
Claudia CzadoR-code for Chapter 09: Comparing regular vine copula models2019
Claudia CzadoR-code for Chapter 10: Case study: Dependence among German DAX stocks2019