4. Statistics
  5. Methodology

Claudia Czado

Statistics – Methodology

Scientist

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COPAR - Multivariate time series modeling using the COPula AutoRegressive model

Statistics – Methodology
Scientific paper

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Detecting regime switches in the dependence structure of high dimensional financial data

Statistics – Methodology
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Modeling high dimensional time-varying dependence using D-vine SCAR models

Statistics – Methodology
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Selecting and estimating regular vine copulae and application to financial returns

Statistics – Methodology
Scientific paper

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