• Web application for visualizing three-dimesional vines
  • Dependence Modeling in Finance, Insurance and Environmental Science
     May 17-19, 2016 at Technische Universität München
    (Photos: Andreas Heddergott/TUM)

Workshops and Conferences

Latest Publications

  • Müller, D., Czado, C. (2016)
    Representing sparse Gaussian DAGs as sparse R-vines allowing for non-Gaussian dependence
    submitted for publication
  • Barthel, N., Geerdens, C., Killiches, M., Janssen, P. and Czado, C. (2016)
    Vine copula based inference of multivariate event time data.
    submitted for publication
  • Killiches, M., Kraus, D. and Czado, C. (2016)
    Examination and visualization of the simplifying assumption for vine copulas in three dimensions
    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.