Vine Copula Models
- Powerful tools for dependence modelling
- Developing research area
- Open source implementations in R, C++ and Python
Some foundations about copula and vine copula models.
Latest studies in our research group and around the world.
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.
R logo is provided here, C++ logo is here and Python logo is here.
For further inquiries, please feel free to contact us: firstname.lastname@example.org.