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

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

Czado, C; Van Keilegom, I
Dependent censoring based on parametric copulas
Biometrika
2022
110
3
Dec
721-738

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