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Information about:
Ostap Okhrin

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

Other registered authors

Personal Details

First Name: Ostap
Middle Name:
Last Name: Okhrin
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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
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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  2. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  3. Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid, 2009. "Properties of Hierarchical Archimedean Copulas," SFB 649 Discussion Papers SFB649DP2009-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  4. 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. [Downloadable!]
    Other versions:

  5. 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. [Downloadable!]

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2009-05-02
  2. NEP-ECM: Econometrics (2) 2008-06-27 2009-04-18 Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-04-18
  4. NEP-IAS: Insurance Economics (2) 2009-01-17 2009-05-02 Author is listed
  5. NEP-RMG: Risk Management (4) 2008-06-27 2009-01-17 2009-04-18 2009-05-02 Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2009-07-28
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This page was last updated on 2009-10-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.