Latest Publications

  • Hincks, T., Aspinall, W., Cooke, R., Gernon, T. (2018)
    Oklahoma’s induced seismicity strongly linked to wastewater injection depth.
    Science, 10.1126/science.aap7911
  • Nagler, T., Bumann, C., Czado, C. (2018)
    Model selection in sparse high-dimensional vine copula models with application to portfolio risk.
  • Barthel, N., Geerdens, C., Killiches, M., Janssen, P. and Czado, C. (2017)
    Vine copula based likelihood estimation of dependence patterns in multivariate event time data.
    Computational Statistics & Data Analysis,
  • Schallhorn, N., Kraus, D., Nagler, T. and Czado, C. (2017)
    D-vine quantile regression with discrete variables
  • Killiches, M. and Czado, C. (2017)
    A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure.

Workshops and Conferences


  • Web application for visualizing three-dimesional vines


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.