Browsen in EconStor gesamt nach Autor:innen Czado, Claudia


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ErscheinungsjahrTitelAutor:innen
2017Bayesian inference for latent factor copulas and application to financial risk forecastingSchamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia
2017Stress testing German industry sectors: Results from a vine copula based quantile regressionFischer, Matthias; Kraus, Daniel; Pfeuffer, Marius; Czado, Claudia
2017Regime switching vine copula models for global equity and volatility indicesFink, Holger; Klimova, Yulia; Czado, Claudia; Stöber, Jakob
2006Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolioCzado, Claudia; Pflüger, Carolin
2006A fractionally integrated ECOGARCH processHaug, Stephan; Czado, Claudia
2006Stochastic volatility models for ordinal valued time series with application to financeMüller, Gernot J.; Czado, Claudia
2006Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing ratesCzado, Claudia; Erhardt, Vinzenz; Min, Aleksey
2006State space mixed models for longitudinal obsservations with binary and binomial responsesCzado, Claudia; Song, Peter X.-K.
2006Modelling count data with overdispersion and spatial effectsGschlößl, Susanne; Czado, Claudia
2006Validating linear restrictions in linear regression models with general error structureHolzmann, Hajo; Min, Aleksey; Czado, Claudia
2006An exponential continuous time GARCH processHaug, Stephan; Czado, Claudia
2006Testing for zero-modification in count regression modelsCzado, Claudia; Min, Aleksey
2006Pair-copula constructions of multiple dependenceAas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik
2005Multiresolution analysis of long time series with applications to financeHögn, Ralph; Czado, Claudia
2005Mixed effect model for absolute log returns of ultra high frequency dataHaug, Stephan; Czado, Claudia
2005Modelling count data with overdispersion and spatial effectsGschlößl, Susanne; Czado, Claudia
2005Modeling migraine severity with autoregressive ordered probit modelsCzado, Claudia; Heyn, Anette; Müller, Gernot J.
2005Spatial modelling of claim frequency and claim size in insuranceGschlößl, Susanne; Czado, Claudia
2005Introducing and evaluating a Gibbs sampler for spatial Poisson regression modelsGschlößl, Susanne; Czado, Claudia
2005Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regressionCzado, Claudia; Min, Aleksey