Imrane Tola
Modelling Yield Curves and Economic Factors using Vine and Factor Copula Models
Masterarbeit
2024
Causal Discovery with Unobserved Confounding and Non-Gaussian Data
Journal of Machine Learning Research
2023
24
271
Aug
1−61
Assessable and interpretable sensitivity analysis in the pattern graph framework for nonignorable missingness mechanisms
Statistics in Medicine
2023
42
29
Sep
5419-5450
Confidence in causal inference under structure uncertainty in linear causal models with equal variances
Journal of Causal Inference
2023
11
1
Dec
Vine copula based dependence modeling in sustainable finance
The Journal of Finance and Data Science
2022
8
Nov
309-330
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
Global Finance Journal
2023
56
May
100780
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
Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
Econometrics and Statistics
2023
Aug