Ioannis Konstantinos Seisopoulos
Utilising neural networks for estimating two and three dimensional vine copulas allowing for changing dependence
Masterarbeit
2026

Carl Kristian Gomér Torp
A Framework for Dependence Analysis of Bivariate Financial Time Series
Masterarbeit
2025

Joshwa Georgekutty
Regime Switching of Hydrological Time Series Using Copulas
Masterarbeit
2025

Hanebeck, Ariane ; Czado, Claudia
On the Observability of General Nonlinear Gaussian State Space Models Using Discrete Distributional Approximations
Journal of Advances in Information Fusion
2024
19
2
Dec
57-71

Sahin, Özge; Czado, Claudia
High-dimensional sparse vine copula regression with application to genomic prediction
Biometrics
2024
80
1
Mar

Alnasser, Hassan; Pfahler, Marco; Hanebeck, Ariane; Beller, Lukas; Czado, Claudia
D-Vine-Based Correction of Physics-Based Model Output for the Identification of Risky Flights With Respect to Runway Overruns
IEEE Access
2024
12
Aug
129173-129186

Ouachene, Naomi; Czado, Claudia; Corson, Michael S.; Kiessé, Tristan Senga
Modeling Interactions Within French Dairy-Cattle Systems Using R-Vines
Journal of Agricultural, Biological and Environmental Statistics
2024
Oct

Czado, Claudia
Vine copula based structural equation models
Computational Statistics & Data Analysis
2025
203
Mar
108076

Czado, Claudia; Bax, Karoline; Sahin, Özge; Nagler, Thomas; Min, Aleksey; Paterlini, Sandra
Vine copula based dependence modeling in sustainable finance
The Journal of Finance and Data Science
2022
8
Nov
309-330

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