Nicole Barthel

Publication Activity (10 Years)

Years Active: 2018-2020
Publications (10 Years): 2

Top Topics

Multivariate Time Series

Granger Causality

Top Venues

Comput. Stat. Data Anal.

Publications

Nicole Barthel, Claudia Czado, Yarema Okhrin
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. Comput. Stat. Data Anal. 142 (2020)
Nicole Barthel, Candida Geerdens, Matthias Killiches, Paul Janssen, Claudia Czado
Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Comput. Stat. Data Anal. 117 (2018)