Eike Christian Brechmann

Available identifiers

Publication	Date of Publication	Type
VineCopula	2023-07-10	Software
A multivariate volatility vine copula model	2022-02-24	Paper
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis	2018-11-23	Paper
Selecting and estimating regular vine copulae and application to financial returns	2018-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q5262091	2015-07-13	Paper
Truncation of vine copulas using fit indices	2015-06-18	Paper
Bayesian Risk Analysis	2014-06-30	Paper
Conditional copula simulation for systemic risk stress testing	2014-06-23	Paper
Total loss estimation using copula-based regression models	2014-06-23	Paper
Hierarchical Kendall copulas: Properties and inference	2014-04-30	Paper
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50	2014-01-22	Paper
A mixed copula model for insurance claims and claim sizes	2013-12-13	Paper
Selection of Vine Copulas	2013-09-20	Paper
Selecting and estimating regular vine copulae and application to financial returns	2013-03-01	Paper
Truncated regular vines in high dimensions with application to financial data	2012-03-22	Paper

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