{"title":"Simulating Regular Vine Copulas and Distributions","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_6","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_6","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126639383","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Multivariate Distributions and Copulas","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_1","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_1","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"76 4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117201634","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Selection of Regular Vine Copula Models","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_8","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_8","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123585946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Pair Copula Decompositions and Constructions","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_4","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_4","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"57 12","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131893895","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Parameter Estimation in Simplified Regular Vine Copulas","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_7","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_7","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134479989","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Recent Developments in Vine Copula Based Modeling","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_11","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_11","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133191189","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Dependence Measures","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_2","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_2","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"319 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133550219","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Case Study: Dependence Among German DAX Stocks","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_10","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_10","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131118321","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}