The following links should help you get started
http://blog.typekit.com/2011/03/17/type-study-typographic-hierarchy/
http://papress.com/thinkingwithtype/text/hierarchy.htm
and this video by Tony Pritchard http://vimeo.com/13418563
I hope we are on same page by the term "hierarchy with typography"

Hi Felix, welcome to Typophile.

Are you a student? If so, where do you study?

I recommend the following books to help get you started.

Bringhurst, R. (2004). The Elements of Typographic Style. Point Roberts,WA: Hartley & Marks.

Müller-Brockmann, J. (1981). Grid systems in graphic design. Arthur Niggli Limited, Switzerland.

Tschichold, J. (1991). The form of the book. Essays on the morality of good design. (H. Hadler, Trans.). In R. Bringhurst (Eds.), Washington, United States: Hartley & Marks Publishers Inc. (Reprinted from Aufsätze über Fragen der Gestalt des Buches und der Typographie, by J. Tschichold, Ed., 1975, Basil, Switzerland: Birkhäuser Verlag).

Looks like you have some reading ahead of you!

(I would also recommend using your real name as your screen name. It has been my experience that you get more and better responses that way)

That’s because you are reading references from journal articles. See also:

http://readthetype.com/literature/

And are you a student?