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Ostap Okhrin

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
[This author has chosen not to make the email address public]
http://lehre.wiwi.hu-berlin.de/Professuren/quantitativ/statistik/members/personalpages/o2
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  1. Fengler, Matthias & Okhrin, Ostap, 2012. "Realized Copula," Economics Working Paper Series 1214, University of St. Gallen, School of Economics and Political Science.
  2. 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.
  3. Ostap Okhrin & Alexander Ristig, 2012. "Hierarchical Archimedean Copulae: The HAC Package," SFB 649 Discussion Papers SFB649DP2012-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  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. Ostap Okhrin, 2010. "Fitting high-dimensional Copulae to Data," SFB 649 Discussion Papers SFB649DP2010-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. 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.
  8. Ostap Okhrin & Yarema Okhrin & Wolfgang Schmid, 2009. "Properties of Hierarchical Archimedean Copulas," SFB 649 Discussion Papers SFB649DP2009-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  9. 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.
  10. Barbara Choros & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO Pricing with Copulae," SFB 649 Discussion Papers SFB649DP2009-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  11. 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.
  12. Barbara Choroś & Wolfgang Härdle & Ostap Okhrin, 2009. "CDO and HAC," SFB 649 Discussion Papers SFB649DP2009-038, 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.
  1. Wolfgang Härdle & Ostap Okhrin, 2010. "De copulis non est disputandum," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(1), pages 1-31, March.
  2. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. 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
  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-IAS: Insurance Economics (3) 2009-01-17 2009-05-02 2010-11-13
  4. NEP-AGR: Agricultural Economics (2) 2009-05-02 2010-11-13
  5. NEP-FMK: Financial Markets (1) 2009-04-18
  6. NEP-MST: Market Microstructure (1) 2012-01-18
  7. NEP-TRA: Transition Economics (1) 2010-11-13
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2009-07-28

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