Browsing All of EconStor by Author Okhrin, Ostap

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Year of PublicationTitleAuthor(s)
2008 Modeling dependencies in finance using copulaeHärdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
2009 Properties of hierarchical Archimedean copulasOkhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang
2009 CDO pricing with copulaeChoroś, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
2009 On the systemic nature of weather riskFiller, Guenther; Odening, Martin; Okhrin, Ostap; Xu, Wei
2009 CDO and HACChoroś, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
2009 De copulis non est disputandum Copulae: An overviewHärdle, Wolfgang Karl; Okhrin, Ostap
2010 Time varying hierarchical archimedean copulaeHärdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
2010 Localising temperature riskHärdle, Wolfgang Karl; López Cabrera, Brenda; Okhrin, Ostap; Wang, Weining
2010 Fitting high-dimensional copulae to dataOkhrin, Ostap
2010 Systemic weather risk and crop insurance: The case of ChinaXu, Wei; Okhrin, Ostap; Odening, Martin; Cao, Ji
2012 HMM in dynamic HAC modelsHärdle, Wolfgang Karl; Okhrin, Ostap; Wang, Weining
2012 Modelling general dependence between commodity forward curvesZolotko, Mikhail; Okhrin, Ostap
2012 Realized copulaFengler, Matthias R.; Okhrin, Ostap
2012 Hierarchical Archimedean copulae: The HAC packageOkhrin, Ostap; Ristig, Alexander
2012 Modeling time-varying dependencies between positive-valued high-frequency time seriesHautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander
2013 CDO surfaces dynamicsChoros-Tomczyk, Barbara; Härdle, Wolfgang Karl; Okhrin, Ostap
2013 Goodness-of-fit test for specification of semiparametric copula dependence modelsZhang, 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 Modelling spatiotemporal variability of temperatureCao, Xiaofeng; Okhrin, Ostap; Odening, Martin; Ritter, Matthias
2014 Efficient iterative maximum likelihood estimation of high-parameterized time series modelsHautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander