Claudia Czado
R-code for Chapter 01: Multivariate distributions and copulas
2019

Claudia Czado
R-code for Chapter 02: Dependence measures
2019

Claudia Czado
R-code for Chapter 03: Bivariate copula classes, their visualization and estimation
2019

Claudia Czado
R-code for Chapter 04: Pair copula decompositions and constructions
2019

Claudia Czado
R-code for Chapter 06: Simulating regular vine copulas and distributions
2019

Claudia Czado
R-code for Chapter 07: Parameter estimation in simplified regular vine copulas
2019

Claudia Czado
R-code for Chapter 08: Selection of regular vine copula models
2019

Claudia Czado
R-code for Chapter 09: Comparing regular vine copula models
2019

Claudia Czado
R-code for Chapter 10: Case study: Dependence among German DAX stocks
2019