World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
46
Citations
11442
World Ranking
1334
National Ranking
75

Overview

Claudia Czado is affiliated with the Technical University of Munich in Germany. Their research primarily spans the fields of economics, econometrics, and finance, with a strong focus on statistics and probability, finance, and artificial intelligence as key subfields. Further areas of study include economics and econometrics, as well as strategy and management.

The main research topics covered by Claudia Czado include financial risk and volatility modeling, statistical methods and inference, Bayesian methods and mixture models, advanced statistical methods and models, market dynamics and volatility, statistical distribution estimation and applications, and complex systems and time series analysis.

Their recent publications include:

  • Vine Copula Based Modeling (2021), published in Annual Review of Statistics and Its Application
  • Environmental, Social, Governance scores and the Missing pillar-Why does missing information matter? (2022), published in Corporate Social Responsibility and Environmental Management
  • ESG, risk, and (tail) dependence (2023), published in International Review of Financial Analysis
  • Dependent censoring based on parametric copulas (2022), published in Biometrika
  • The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology (2022), published in Global Finance Journal

Frequent co-authors in their research include Karoline Bax, Özge Şahin, Sandra Paterlini, Ariane Hanebeck, and Thomas Nagler.

Claudia Czado's work has appeared predominantly in the following publication venues:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Journal of the Royal Statistical Society Series C (Applied Statistics)
  • Econometrics and Statistics
  • Computational Statistics & Data Analysis

Best Publications

  • Pair-copula constructions of multiple dependence

    Kjersti Aas;Claudia Czado;Arnoldo Frigessi;Henrik Bakken

  • Selecting and estimating regular vine copulae and application to financial returns

    J. DiíMann;E. C. Brechmann;C. Czado;D. Kurowicka

  • Predictive model assessment for count data.

    Claudia Czado;Tilmann Gneiting;Leonhard Held

  • Pair-Copula Constructions of Multivariate Copulas

    Claudia Czado

  • Truncated regular vines in high dimensions with application to financial data

    E. C. Brechmann;C. Czado;K. Aas

  • Analyzing Dependent Data with Vine Copulas

    Claudia Czado;Diggle, P., Gather, U.;S. Zeger

  • Maximum likelihood estimation of mixed C-vines with application to exchange rates

    Claudia Czado;Ulf Schepsmeier;Aleksey Min

  • Bayesian inference for multivariate copulas using pair-copula constructions.

    Aleksey Min;Claudia Czado

  • Bayesian Poisson log-bilinear mortality projections

    Claudia Czado;Antoine Delwarde;Michel Denuit

  • Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50

    Eike Christain Brechmann;Claudia Czado

  • Pair Copula Constructions for Multivariate Discrete Data

    Anastasios Nicholas Panagiotelis;Claudia Czado;Harry Joe

  • Simplified pair copula constructions—Limitations and extensions

    Jakob Stöber;Harry Joe;Claudia Czado

  • Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence

    Michael S Smith;Aleksey Min;Carlos Almeida;Claudia Czado

  • The effect of link misspecification on binary regression inference

    Claudia Czado;Thomas J. Santner

  • D-vine copula based quantile regression

    Daniel Kraus;Claudia Czado

  • Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

    Thomas Nagler;Claudia Czado

  • Modelling count data with overdispersion and spatial effects

    Susanne Gschlößl;Claudia Czado

  • A mixed copula model for insurance claims and claim sizes

    Claudia Czado;Rainer Kastenmeier;Eike Christian Brechmann;Aleksey Min

  • Spatial modelling of claim frequency and claim size in non-life insurance

    Susanne Gschlößl;Claudia Czado

  • Vine Copula Based Modeling

    Claudia Czado;Thomas Nagler

  • Modelling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence

    Michael S. Smith;Aleksey Min;Carlos Almeida;Claudia Czado

  • Selecting and estimating regular vine copulae and application to financial returns

    Jeffrey Dissmann;Eike Christian Brechmann;Claudia Czado;Dorota Kurowicka

Frequent Co-Authors

Axel Munk
Axel Munk University of Göttingen
Harry Joe
Harry Joe University of British Columbia
Fabian J. Theis
Fabian J. Theis Technical University of Munich
Murad S. Taqqu
Murad S. Taqqu Boston University
Michel Denuit
Michel Denuit Université Catholique de Louvain
Rick Chappell
Rick Chappell University of Wisconsin–Madison
Adrian E. Raftery
Adrian E. Raftery University of Washington
Tilmann Gneiting
Tilmann Gneiting Heidelberg Institute for Theoretical Studies
Leonhard Held
Leonhard Held University of Zurich

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