Ostap Okhrin
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Okhrin |
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Technische Universität Dresden
/ Institut für Wirtschaft und Verkehr
Research profile
author of:
- On the Systemic Nature of Weather Risk (RePEc:ags:aaea09:49131)
by Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap - Can expert knowledge compensate for data scarcity in crop insurance pricing? (RePEc:ags:aaea13:149431)
by Shen, Zhiwei & Odening, Martin & Okhrin, Ostap - On the Systemic Nature of Weather Risk (RePEc:ags:iaae09:51426)
by Xu, Wei & Filler, Gunther & Odening, Martin & Okhrin, Ostap - Optimal Shrinkage Estimator for High-Dimensional Mean Vector (RePEc:arx:papers:1610.09292)
by Taras Bodnar & Ostap Okhrin & Nestor Parolya - Dynamic and granular loss reserving with copulae (RePEc:arx:papers:1801.01792)
by Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta - Infinitely Stochastic Micro Forecasting (RePEc:arx:papers:1908.10636)
by Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta - Vulnerability-CoVaR: Investigating the Crypto-market (RePEc:arx:papers:2203.10777)
by Martin Waltz & Abhay Kumar Singh & Ostap Okhrin - Systemic Weather Risk and Crop Insurance: The Case of China (RePEc:bla:jrinsu:v:80:y:2013:i:2:p:351-372)
by Ostap Okhrin & Martin Odening & Wei Xu - Index of environmental awareness through the MIMIC approach (RePEc:bla:presci:v:98:y:2019:i:3:p:1419-1441)
by Dilya Khakimova & Stefanie Lösch & Danny Wende & Hans Wiesmeth & Ostap Okhrin - Flexible HAR model for realized volatility (RePEc:bpj:sndecm:v:23:y:2019:i:3:p:22:n:2)
by Audrino Francesco & Huang Chen & Okhrin Ostap - Properties of hierarchical Archimedean copulas (RePEc:bpj:strimo:v:30:y:2013:i:1:p:21-54:n:2)
by Okhrin Ostap & Okhrin Yarema & Schmid Wolfgang - Editorial to the special issue on Copulae of Statistics & Risk Modeling (RePEc:bpj:strimo:v:30:y:2013:i:4:p:281-286:n:5)
by Okhrin Ostap - Dynamic structured copula models (RePEc:bpj:strimo:v:30:y:2013:i:4:p:361-388:n:4)
by Härdle Wolfgang Karl & Okhrin Ostap & Okhrin Yarema - Hidden Markov Structures For Dynamic Copulae (RePEc:cup:etheor:v:31:y:2015:i:05:p:981-1015_00)
by Härdle, Wolfgang Karl & Okhrin, Ostap & Wang, Weining - Managing risk with a realized copula parameter (RePEc:eee:csdana:v:100:y:2016:i:c:p:131-152)
by Fengler, Matthias R. & Okhrin, Ostap - Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation (RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320302000)
by Górecki, Jan & Hofert, Marius & Okhrin, Ostap - A comparison study of pricing credit default swap index tranches with convex combination of copulae (RePEc:eee:ecofin:v:42:y:2017:i:c:p:193-217)
by Okhrin, Ostap & Xu, Ya Fei - On the structure and estimation of hierarchical Archimedean copulas (RePEc:eee:econom:v:173:y:2013:i:2:p:189-204)
by Okhrin, Ostap & Okhrin, Yarema & Schmid, Wolfgang - Goodness-of-fit test for specification of semiparametric copula dependence models (RePEc:eee:econom:v:193:y:2016:i:1:p:215-233)
by Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K. - Valuation of collateralized debt obligations with hierarchical Archimedean copulae (RePEc:eee:empfin:v:24:y:2013:i:c:p:42-62)
by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap - Modelling the general dependence between commodity forward curves (RePEc:eee:eneeco:v:43:y:2014:i:c:p:284-296)
by Zolotko, Mikhail & Okhrin, Ostap - Infinitely stochastic micro reserving (RePEc:eee:insuma:v:100:y:2021:i:c:p:30-58)
by Maciak, Matúš & Okhrin, Ostap & Pešta, Michal - Conditional least squares and copulae in claims reserving for a single line of business (RePEc:eee:insuma:v:56:y:2014:i:c:p:28-37)
by Pešta, Michal & Okhrin, Ostap - A semiparametric factor model for CDO surfaces dynamics (RePEc:eee:jmvana:v:146:y:2016:i:c:p:151-163)
by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap - Optimal shrinkage estimator for high-dimensional mean vector (RePEc:eee:jmvana:v:170:y:2019:i:c:p:63-79)
by Bodnar, Taras & Okhrin, Ostap & Parolya, Nestor - What threatens stock markets more - The coronavirus or the hype around it? (RePEc:eee:reveco:v:78:y:2022:i:c:p:519-539)
by Nepp, Alexander & Okhrin, Ostap & Egorova, Julia & Dzhuraeva, Zarnigor & Zykov, Alexander - Unknown item RePEc:eme:afrpps:v:70:y:2010:i:2:p:267-284 (article)
- The Realized Hierarchical Archimedean Copula in Risk Modelling (RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602)
by Ostap Okhrin & Anastasija Tetereva - Importance of Weather Conditions in a Flight Corridor (RePEc:gam:jstats:v:5:y:2022:i:1:p:18-338:d:767735)
by Gong Chen & Hartmut Fricke & Ostap Okhrin & Judith Rosenow - Modeling Dependencies in Finance using Copulae (RePEc:hum:wpaper:sfb649dp2008-043)
by Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin - On the Systemic Nature of Weather Risk (RePEc:hum:wpaper:sfb649dp2009-002)
by Guenther Filler & Martin Odening & Ostap Okhrin & Wei Xu - CDO Pricing with Copulae (RePEc:hum:wpaper:sfb649dp2009-013)
by Barbara Choros & Wolfgang Härdle & Ostap Okhrin - Properties of Hierarchical Archimedean Copulas (RePEc:hum:wpaper:sfb649dp2009-014)
by Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid - De copulis non est disputandum - Copulae: An Overview (RePEc:hum:wpaper:sfb649dp2009-031)
by Wolfgang Härdle & Ostap Okhrin - CDO and HAC (RePEc:hum:wpaper:sfb649dp2009-038)
by Barbara Choroś & Wolfgang Härdle & Ostap Okhrin - Time varying Hierarchical Archimedean Copulae (RePEc:hum:wpaper:sfb649dp2010-018)
by Wolfgang Karl Härdle & Ostap Okhrin & Yarema Okhrin - Fitting high-dimensional Copulae to Data (RePEc:hum:wpaper:sfb649dp2010-022)
by Ostap Okhrin - Systemic Weather Risk and Crop Insurance: The Case of China (RePEc:hum:wpaper:sfb649dp2010-053)
by Wei Xu & Ostap Okhrin & Martin Odening & Ji Cao - Localising temperature risk (RePEc:hum:wpaper:sfb649dp2011-001)
by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang - HMM in dynamic HAC models (RePEc:hum:wpaper:sfb649dp2012-001)
by Wolfgang Karl Härdle & Ostap Okhrin & Weining Wang - Realized Copula (RePEc:hum:wpaper:sfb649dp2012-034)
by Matthias R. Fengler & Ostap Okhrin - Hierarchical Archimedean Copulae: The HAC Package (RePEc:hum:wpaper:sfb649dp2012-036)
by Ostap Okhrin & Alexander Ristig - Modelling general dependence between commodity forward curves (RePEc:hum:wpaper:sfb649dp2012-060)
by Mikhail Zolotko & Ostap Okhrin - Can expert knowledge compensate for data scarcity in crop insurance pricing? (RePEc:hum:wpaper:sfb649dp2013-030)
by Zhiwei Shen & Martin Odening & Ostap Okhrin - CDO Surfaces Dynamics (RePEc:hum:wpaper:sfb649dp2013-032)
by Barbara Choroś-Tomczyk & Wolfgang Karl Härdle & Ostap Okhrin - Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models (RePEc:hum:wpaper:sfb649dp2013-041)
by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song - Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models (RePEc:hum:wpaper:sfb649dp2014-010)
by Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig - Estimation procedures for exchangeable Marshall copulas with hydrological application (RePEc:hum:wpaper:sfb649dp2014-014)
by Fabrizio Durante & Ostap Okhrin - Modelling spatiotemporal variability of temperature (RePEc:hum:wpaper:sfb649dp2014-020)
by Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter - Conditional Systemic Risk with Penalized Copula (RePEc:hum:wpaper:sfb649dp2015-038)
by Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück - Hierarchical Archimedean Copulae: The HAC Package (RePEc:jss:jstsof:v:058:i04)
by Okhrin, Ostap & Ristig, Alexander - Can expert knowledge compensate for data scarcity in crop insurance pricing? (RePEc:oup:erevae:v:43:y:2016:i:2:p:237-269.)
by Zhiwei Shen & Martin Odening & Ostap Okhrin - Adaptive local parametric estimation of crop yields: implications for crop insurance rate making (RePEc:oup:erevae:v:45:y:2018:i:2:p:173-203.)
by Zhiwei Shen & Martin Odening & Ostap Okhrin - De copulis non est disputandum (RePEc:spr:alstar:v:94:y:2010:i:1:p:1-31)
by Wolfgang Härdle & Ostap Okhrin - Editorial to the special issue on Applicable semiparametrics of computational statistics (RePEc:spr:compst:v:30:y:2015:i:3:p:641-646)
by Ostap Okhrin & Stefan Trück - Modelling spatio-temporal variability of temperature (RePEc:spr:compst:v:30:y:2015:i:3:p:745-766)
by Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter - Labor market tightness and individual wage growth: evidence from Germany (RePEc:spr:jlabrs:v:56:y:2022:i:1:d:10.1186_s12651-022-00322-7)
by Stephan Brunow & Stefanie Lösch & Ostap Okhrin - Localizing Temperature Risk (RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1491-1508)
by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang - Vulnerability-CoVaR: investigating the crypto-market (RePEc:taf:quantf:v:22:y:2022:i:9:p:1731-1745)
by Martin Waltz & Abhay Kumar Singh & Ostap Okhrin - Realized Copula (RePEc:usg:econwp:2012:14)
by Fengler, Matthias & Okhrin, Ostap - Lévy copulae for financial returns (RePEc:vrs:demode:v:4:y:2016:i:1:p:18:n:17)
by Okhrin Ostap - Efficient iterative maximum likelihood estimation of high-parameterized time series models (RePEc:zbw:cfswop:450)
by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander