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Details about Ostap Okhrin

Homepage:http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2
Workplace: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


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Working Papers

2012

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

2011

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

2010

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

2009

  1. CDO Pricing with Copulae
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)
  2. CDO and HAC
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)
  3. De copulis non est disputandum - Copulae: An Overview
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (8)
  4. On the Systemic Nature of Weather Risk
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (5)
    Also in 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists (2009) Downloads
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association (2009) Downloads View citations (1)

    See also Journal Article in Agricultural Finance Review (2010)
  5. Properties of Hierarchical Archimedean Copulas
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (13)

2008

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

Journal Articles

2010

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