The Realized Hierarchical Archimedean Copula in Risk Modelling

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@article{7b351018eca4486c8a39b0333c80f06e,

title = "The Realized Hierarchical Archimedean Copula in Risk Modelling",

author = "O Okhrin and Anastasija Tetereva",

year = "2017",

doi = "10.3390/econometrics5020026",

language = "English",

volume = "5",

journal = "Econometrics",

issn = "2225-1146",

publisher = "Multidisciplinary Digital Publishing Institute (MDPI)",

number = "26",

}