Showing 1 - 3 results of 3 for search 'Claudia Czado' Skip to content
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  • Claudia Czado

Claudia Czado

Claudia Czado is a mathematical statistician at the Technical University of Munich, known for her research on copulas, vines, and their applications in statistical finance. Provided by Wikipedia
Showing 1 - 3 results of 3 for search 'Claudia Czado', query time: 0.02s Refine Results
  1. 1
    Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen–Loève Expansion Method
    Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen–Loève Expansion Method
    by Xiaolong Wang, Lukas Beller, Claudia Czado, Florian Holzapfel
    Published 2020-08-01
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    Article
  2. 2
    Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
    Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
    by Matthias Fischer, Daniel Kraus, Marius Pfeuffer, Claudia Czado
    Published 2017-07-01
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    Article
  3. 3
    Regime Switching Vine Copula Models for Global Equity and Volatility Indices
    Regime Switching Vine Copula Models for Global Equity and Volatility Indices
    by Holger Fink, Yulia Klimova, Claudia Czado, Jakob Stöber
    Published 2017-01-01
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    Article
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