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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.


News

Fifth vine copula workshop "International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications", January 4-5, 2014, Beijing, China.

This workshop fouses on the theoretical aspect and practical applications of the high-dimensional dependence models. This is a much broader theme compared to the previous workshops in order to reflect the recent advances in dependence and copulas.
Two short courses (vine copula inference and implementation, and multivariate extremes, etc.) will be arranged on January 3, 2014. The targeted audience includes advanced PhD students and junior faculty.

For more information see the conference website http://www.cias-cufe.org/dependence/


Slides Introductory talks given at conferences and workshops
Videos Videos of talks given at conferences and workshops
Books and Surveys Books and survey chapters about copulas and vines
Fundamental Papers Theoretical basics and fundamental approaches
Workshops and Conferences Vine workshops and Short Courses at conferences
Recent Publications Publications, submissions, recent developments and preprints in the last years
Software R-packages and other software
Current Projects Projects at our department concerning vines
Theses Diploma, Master and PhD thesis