Main concepts of vine copulas

• Czado, C. (2011)
  The World of Vines
  Presentation at the 4th Workshop on Vine Copula Distributions and Applications, TU München
  [pdf]
• Krämer, N., Schepsmeier, U. (2011)
  Introduction to Vine Copulas
  Tutorial at the NIPS'11 Workshop on Copulas in Machine Learning, Sierra Nevada
  [pdf]

Application areas of vine copulas

• Czado, C. (2014)
  Model selection of vine copulas with applications
  Presentation at Fifth vine copula workshop "International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications", January 4-5, 2014, Beijing, China.
  [pdf]
• Czado, C. (2013)
  Vine copulas and their applications to financial data
  Presentation at AFMathConf 2013, Brussels
  [pdf]