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)

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)