Vine Copula Models

  • Powerful tools for dependence modelling
  • Developing research area
  • Open source implementations in R, C++ and Python

Getting Started

Some foundations about copula and vine copula models.

Slides
Videos
Books/Fundamental Papers/Surveys

 

Research

Latest studies in our research group and around the world.

Our Research Areas
Recent Publications
Theses

Workshops and Conferences

Past and upcoming events.

Workshops and Conferences

Software

Open-source implementations.

Packages/Libraries

 

News

  • The book "Analyzing Dependent Data with Vine Copulas" by Claudia Czado has been published: see [link]

  • An Interview with Claudia Czado: see [link]

Disclaimer

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: vinecopulas@gmail.com.