Nicole Barthel

According to our database, Nicole Barthel authored at least 2 papers between 2018 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2020

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series.

Nicole Barthel, Claudia Czado, Yarema Okhrin

Comput. Stat. Data Anal., 2020

2018

Vine copula based likelihood estimation of dependence patterns in multivariate event time data.

Nicole Barthel, Candida Geerdens, Matthias Killiches, Paul Janssen, Claudia Czado

Comput. Stat. Data Anal., 2018