Advanced Search
MyIDEAS: Login to follow this author

Ostap Okhrin

Contents:

This is information that was supplied by Ostap Okhrin in registering through RePEc. If you are Ostap Okhrin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ostap
Middle Name:
Last Name: Okhrin
Suffix:

RePEc Short-ID: pok24

Email: [This author has chosen not to make the email address public]
Homepage: http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2
Postal Address:
Phone:

Affiliation

(34%) Center for Applied Statistics and Econometrics (CASE)
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://www.case.hu-berlin.de/
Email:
Phone: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649
Postal: Spandauer Str. 1, 10178 Berlin
Handle: RePEc:edi:cahubde (more details at EDIRC)
(33%) Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://sfb649.wiwi.hu-berlin.de/
Email:
Phone: +49-30-2093-5708
Fax: +49-30-2093-5617
Postal: Spandauer Str. 1,10178 Berlin
Handle: RePEc:edi:sohubde (more details at EDIRC)
(33%) Institut für Statistik und Ökonometrie (ISÖ)
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin
Location: Berlin, Germany
Homepage: http://ise.wiwi.hu-berlin.de/
Email:
Phone: +49-30-2093 5713
Fax: +49-30-2093 5712
Postal: Spandauer Str. 1, 10178 Berlin
Handle: RePEc:edi:ishubde (more details at EDIRC)

Works

as in new window

Working papers

  1. Wolfgang Karl Härdle & Ostap Okhrin & Weining Wang, 2012. "HMM in dynamic HAC models," SFB 649 Discussion Papers SFB649DP2012-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Ostap Okhrin & Alexander Ristig, 2012. "Hierarchical Archimedean Copulae: The HAC Package," SFB 649 Discussion Papers SFB649DP2012-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Fengler, Matthias & Okhrin, Ostap, 2012. "Realized Copula," Economics Working Paper Series 1214, University of St. Gallen, School of Economics and Political Science.
  4. Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2011. "Localising temperature risk," SFB 649 Discussion Papers SFB649DP2011-001, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Wolfgang Karl Härdle & Ostap Okhrin & Yarema Okhrin, 2010. "Time varying Hierarchical Archimedean Copulae," SFB 649 Discussion Papers SFB649DP2010-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Wei Xu & Ostap Okhrin & Martin Odening & Ji Cao, 2010. "Systemic Weather Risk and Crop Insurance: The Case of China," SFB 649 Discussion Papers SFB649DP2010-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Ostap Okhrin, 2010. "Fitting high-dimensional Copulae to Data," SFB 649 Discussion Papers SFB649DP2010-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Wolfgang Härdle & Ostap Okhrin, 2009. "De copulis non est disputandum - Copulae: An Overview," SFB 649 Discussion Papers SFB649DP2009-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  10. Guenther Filler & Martin Odening & Ostap Okhrin & Wei Xu, 2009. "On the Systemic Nature of Weather Risk," SFB 649 Discussion Papers SFB649DP2009-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  11. Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid, 2009. "Properties of Hierarchical Archimedean Copulas," SFB 649 Discussion Papers SFB649DP2009-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  12. Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  13. Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin, 2008. "Modeling Dependencies in Finance using Copulae," SFB 649 Discussion Papers SFB649DP2008-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

Articles

  1. Wei Xu & Guenther Filler & Martin Odening & Ostap Okhrin, 2010. "On the systemic nature of weather risk," Agricultural Finance Review, Emerald Group Publishing, vol. 70(2), pages 267-284, August.
  2. Wolfgang Härdle & Ostap Okhrin, 2010. "De copulis non est disputandum," AStA Advances in Statistical Analysis, Springer, vol. 94(1), pages 1-31, March.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (2) 2009-05-02 2010-11-13
  2. NEP-ECM: Econometrics (6) 2008-06-27 2009-04-18 2009-06-17 2010-02-27 2010-04-24 2012-05-29. Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-04-18
  4. NEP-IAS: Insurance Economics (3) 2009-01-17 2009-05-02 2010-11-13
  5. NEP-MST: Market Microstructure (1) 2012-01-18
  6. NEP-RMG: Risk Management (7) 2008-06-27 2009-01-17 2009-04-18 2009-05-02 2009-06-17 2010-11-13 2012-05-29. Author is listed
  7. NEP-TRA: Transition Economics (1) 2010-11-13
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2009-07-28

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ostap Okhrin should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.