Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, Sandra
ESG, risk, and (tail) dependence
International Review of Financial Analysis
2023
87
May
102513

Sahin, Özge; Bax, Karoline; Paterlini, Sandra; Czado, Claudia
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
Global Finance Journal
2023
56
May
100780

Zhang, Chunfang; Czado, Claudia
Vine copula-based Bayesian classification for multivariate time series of electroencephalography eye states
Journal of the Royal Statistical Society Series C: Applied Statistics
2023
72
4
Jun
992-1022

Sommer, Emanuel; Bax, Karoline; Czado, Claudia
Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
Econometrics and Statistics
2023
Aug

Tepegjozova, Marija
Statistical learning with vine copulas in regression settings
2023
Dissertation
184 p.

Şahin, Özge
Statistical learning based on vine copulas with societal applications
2023
Dissertation
163 p.