Foundations of vine copulas                                   

  • Kjersti Aas, Norwegian Computing Center, and Claudia Czado, Technische Universität München (May 20, 2013)
    Pair-copula constructions – even more flexible than copulas
    [Watch video] [Download video (155 MB)]

Implementations in R, C++ and Python for the statistical analysis of vine copula models

  • Eike Brechmann, Technische Universität München (May 23, 2013)
    Statistical Inference of Vine Copulas using the R-Package VineCopula
    [Watch video] [Download video (101 MB)]