Details about Ostap Okhrin

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Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Sonderforschungsbereich 649: Ökonomisches Risiko (Collaborative Research Center 649: Economic Risk), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Institut für Statistik und Ökonometrie (ISÖ) (Institute for Statistics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Ostap Okhrin.

Last updated 2012-08-04. Update your information in the RePEc Author Service.

Short-id: pok24

Working Papers

HMM in dynamic HAC models
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
Hierarchical Archimedean Copulae: The HAC Package
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (17)
Realized Copula
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (5)
Also in Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science (2012) View citations (1)

Localising temperature risk
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (40)

Fitting high-dimensional Copulae to Data
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)
Systemic Weather Risk and Crop Insurance: The Case of China
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (14)
Time varying Hierarchical Archimedean Copulae
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (8)

CDO Pricing with Copulae
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (4)
CDO and HAC
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (4)
De copulis non est disputandum - Copulae: An Overview
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (8)
On the Systemic Nature of Weather Risk
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (5)
Also in 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists (2009)
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association (2009) View citations (1)
See also Journal Article in Agricultural Finance Review (2010)
Properties of Hierarchical Archimedean Copulas
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (13)

Modeling Dependencies in Finance using Copulae
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (6)

De copulis non est disputandum
AStA Advances in Statistical Analysis, 2010, 94, (1), 1-31 View citations (4)
On the systemic nature of weather risk
Agricultural Finance Review, 2010, 70, (2), 267-284 View citations (14)
See also Working Paper (2009)