Persönlicher Status und Werkzeuge

Workshops and Conferences


  • Dependence Modeling in Finance, Insurance and Environmental Science
    May 17-19, 2016 at Technische Universität München
  • Vine copulas on Wikipedia [link]

Latest Publications

  • Killiches, M., Kraus, D. and Czado, C. (2015)
    Model distances for vine copulas in high dimensions with application to testing the simplifying assumption

    submitted for publication
  • Kraus, D., and Czado, C. (2015)
    D-vine Copula Based Quantile Regression

    submitted for publication
  • Panagiotelis, A., Czado, C. Joe, H. and Stöber, J. (2015)
    Model selection for discrete regular vine copulas

    submitted for publication 


This page provides an extensive overview of research on vine copula models.
Please note that all manuscript files are for private use only and may not be distributed without permission of the respective copyright owners.