Browsing All of EconStor by Author Okhrin, Yarema
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2008 | Modeling dependencies in finance using copulae | Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema |
2009 | Properties of hierarchical Archimedean copulas | Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang |
2010 | Time varying hierarchical archimedean copulae | Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema |
2010 | Uniform confidence bands for pricing kernels | Härdle, Wolfgang Karl; Okhrin, Yarema; Wang, Weining |
2017 | Tail event driven networks of SIFIs | Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; Okhrin, Yarema |
2018 | Bayesian inference for the tangent portfolio | Bauder, David; Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema |
2020 | Editorial | Kauermann, Göran; Kneib, Thomas; Okhrin, Yarema |
2023 | Editorial: AStA Advances in Statistical Analysis (2023) 107 | Haupt, Harry; Kneib, Thomas; Okhrin, Yarema |
2023 | Fast approximation methods for credit portfolio risk calculations | Jakob, Kevin; Churt, Johannes; Fischer, Matthias; Nolte, Kim; Okhrin, Yarema; Sondermann, Dirk; Wilke, Stefan; Worbs, Thomas |