@article{aufsatz64590,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {Valuation of collateralized debt obligations with hierarchical Archimedean copulae},
    journal = {Journal of Empirical Finance },
    keywords = { CDO; Multivariate distributions; Copulae; Correlation smile; Loss given default},
    pages = {42--62},
    year = {2013},
    peerreview = {Ja},
    openaccess = {Ja},
    volume = {24},
    doi = {10.1016/j.jempfin.2013.08.001},
    author = {Okhrin, Ostap and Härdle, Wolfgang Karl and Choros-Tomczyk, Barbara}
}