Introductory slides

Main concepts of vine copulas

  • Czado, C. (2011)
    The World of Vines
    Presentation at the 4th Workshop on Vine Copula Distributions and Applications, TU München
  • Krämer, N., Schepsmeier, U. (2011)
    Introduction to Vine Copulas
    Tutorial at the NIPS'11 Workshop on Copulas in Machine Learning, Sierra Nevada

Application areas of vine copulas

  • Czado, C. (2014)
    Model selection of vine copulas with applications
    Presentation at Fifth vine copula workshop "International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications", January 4-5, 2014, Beijing, China.
  • Czado, C. (2013)
    Vine copulas and their applications to fi nancial data
    Presentation at AFMathConf 2013, Brussels