Videos

Foundations of vine copulas

  • Kjersti Aas, Norwegian Computing Center, and Claudia Czado, Technische Universität München (July 11, 2019).  
    Vine copulas in finance and insurance 
    [Watch video ][Download video (319 MB)]  
                                                                                                                         
  • 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)]