@article{aufsatz75571,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {Lévy copulae for financial returns},
    journal = {Dependence Modeling},
    keywords = {Lévy copula; VaR; backtesting; cryptocurrency},
    pages = {288--305},
    year = {2016},
    peerreview = {Ja},
    openaccess = {Ja},
    volume = {4},
    author = {Okhrin, Ostap}
}