@article{aufsatz63699,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {Hidden Markov structures for dynamic copulae},
    journal = {Econometric Theorie},
    keywords = { Hidden Markov model, Hierarchical Archimedean Copulae, Multivariate Distribution},
    pages = {981--2015},
    year = {2015},
    peerreview = {Ja},
    openaccess = {Ja},
    volume = {31},
    number = {5},
    doi = {10.1017/S0266466614000607},
    author = {Okhrin, Ostap and Härdle, Wolgang Karl and Wang, Weining}
}