@article{aufsatz75512,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {The Realized Hierarchical Archimedean Copula in Risk Modelling},
    journal = {Econometrics},
    keywords = { multivariate dependence; copula; HAC; realized copula; realized covariance; value at risk},
    year = {2017},
    peerreview = {Ja},
    openaccess = {Ja},
    volume = {5},
    number = {2},
    author = {Okhrin, Ostap and Tetereva, Anastasija}
}