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Browsing All of EconStor by Author Okhrin, Ostap
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Showing results 1 to 20 of 24
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Year of Publication
Title
Author(s)
2008
Modeling dependencies in finance using copulae
Härdle, Wolfgang Karl
;
Okhrin, Ostap
;
Okhrin, Yarema
2009
CDO and HAC
Choroś, Barbara
;
Härdle, Wolfgang Karl
;
Okhrin, Ostap
2009
De copulis non est disputandum - Copulae: An overview
Härdle, Wolfgang Karl
;
Okhrin, Ostap
2009
CDO pricing with copulae
Choroś, Barbara
;
Härdle, Wolfgang Karl
;
Okhrin, Ostap
2009
Properties of hierarchical Archimedean copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
2009
On the systemic nature of weather risk
Filler, Guenther
;
Odening, Martin
;
Okhrin, Ostap
;
Xu, Wei
2010
Time varying hierarchical archimedean copulae
Härdle, Wolfgang Karl
;
Okhrin, Ostap
;
Okhrin, Yarema
2010
Systemic weather risk and crop insurance: The case of China
Xu, Wei
;
Okhrin, Ostap
;
Odening, Martin
;
Cao, Ji
2010
Fitting high-dimensional copulae to data
Okhrin, Ostap
2010
Localising temperature risk
Härdle, Wolfgang Karl
;
López Cabrera, Brenda
;
Okhrin, Ostap
;
Wang, Weining
2012
Modeling time-varying dependencies between positive-valued high-frequency time series
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
2012
Realized copula
Fengler, Matthias R.
;
Okhrin, Ostap
2012
Modelling general dependence between commodity forward curves
Zolotko, Mikhail
;
Okhrin, Ostap
2012
Hierarchical Archimedean copulae: The HAC package
Okhrin, Ostap
;
Ristig, Alexander
2012
HMM in dynamic HAC models
Härdle, Wolfgang Karl
;
Okhrin, Ostap
;
Wang, Weining
2013
CDO surfaces dynamics
Choros-Tomczyk, Barbara
;
Härdle, Wolfgang Karl
;
Okhrin, Ostap
2013
Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin
;
Okhrin, Ostap
;
Zhou, Qian M.
;
Song, Peter X.-K.
2013
Can expert knowledge compensate for data scarcity in crop insurance pricing?
Shen, Zhiwei
;
Odening, Martin
;
Okhrin, Ostap
2014
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
2014
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander