@inbook{aufsatz75513,
affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
title = {Copulae in High Dimensions: An Introduction},
journal = {Applied Quantitative Finance},
keywords = {Copula Risk management Hierarchical Archimedean copula Factor copula Vine copula },
pages = {247--277},
year = {2017},
peerreview = {Nein},
openaccess = {Nein},
author = {Okhrin, Ostap and Ristig, Alexander and Xu, Ya-Fei},
editor = {Härdle, Wolfgang Karl and Chen, Cathy Yi-Hsuan and Overbeck, Ludger}
}