@inbook{aufsatz64599,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series},
    journal = {Copulae in Mathematical and Quantitative Finance},
    keywords = {Statistics for Business/Economics/Mathematical Finance/Insurance Quantitative Finance Probability Theory and Stochastic Processes Macroeconomics/Monetary Economics//Financial Economics },
    pages = {115--127},
    publisher = {Springer Verlag},
    isbn = {978-3-642-35406-9},
    issn = {0930-0325},
    year = {2013},
    peerreview = {Nein},
    openaccess = {Ja},
    doi = {10.1007/978-3-642-35407-6_6},
    author = {Hautsch, Nikolaus and Okhrin, Ostap and Ristig, Alexander},
    editor = {Jaworski, Piotr and Durante, Fabrizio and Härdle, Wolfgang Karl}
}