Access Statistics for Ostap Okhrin

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CDO and HAC 0 0 0 33 1 1 1 155
CDO pricing with copulae 0 0 1 143 0 0 2 278
CDO surfaces dynamics 0 0 0 26 1 1 1 81
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 20 0 0 0 244
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 1 16 0 0 1 61
Conditional systemic risk with penalized copula 0 0 0 44 0 1 1 97
De copulis non est disputandum - Copulae: An overview 0 0 0 80 0 0 0 156
Dynamic and granular loss reserving with copulae 0 0 0 14 0 0 0 35
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 36 0 1 2 66
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 28 0 0 1 78
Estimation procedures for exchangeable Marshall copulas with hydrological application 0 0 0 26 0 0 0 49
Fitting high-dimensional copulae to data 0 0 0 70 0 0 1 155
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 1 38 0 0 1 71
HMM in dynamic HAC models 0 0 0 38 0 1 1 128
Hierarchical Archimedean copulae: The HAC package 0 0 1 28 1 1 4 121
Infinitely Stochastic Micro Forecasting 0 0 0 19 1 1 1 30
Localising temperature risk 0 0 0 33 0 1 1 108
Modeling dependencies in finance using copulae 0 0 0 180 0 0 0 294
Modeling time-varying dependencies between positive-valued high-frequency time series 0 0 1 76 0 0 1 75
Modelling general dependence between commodity forward curves 0 0 0 29 0 0 0 50
Modelling spatiotemporal variability of temperature 0 0 0 18 1 1 1 69
On the Systemic Nature of Weather Risk 0 0 0 44 0 0 1 181
On the Systemic Nature of Weather Risk 0 0 0 7 1 1 2 61
On the systemic nature of weather risk 0 0 0 61 0 0 2 186
Optimal Shrinkage Estimator for High-Dimensional Mean Vector 0 0 0 15 0 1 2 29
Properties of hierarchical Archimedean copulas 0 0 0 109 1 2 2 263
Realized Copula 0 0 0 102 0 1 2 321
Realized copula 0 0 0 59 0 1 3 131
Systemic weather risk and crop insurance: The case of China 0 0 1 95 0 0 1 313
Time varying hierarchical archimedean copulae 0 0 0 114 1 2 3 229
Vulnerability-CoVaR: Investigating the Crypto-market 0 0 0 7 0 0 1 25
Total Working Papers 0 0 6 1,608 8 17 39 4,140

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison study of pricing credit default swap index tranches with convex combination of copulae 0 0 1 2 0 0 2 28
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 0 0 23
Adaptive local parametric estimation of crop yields: implications for crop insurance rate making 0 0 1 9 0 0 1 29
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 3 0 0 0 30
Conditional least squares and copulae in claims reserving for a single line of business 0 1 1 12 0 2 3 70
De copulis non est disputandum 0 0 0 10 0 0 0 83
Dynamic structured copula models 0 0 0 25 0 0 0 65
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 1 1 2 27
Editorial to the special issue on Copulae of Statistics & Risk Modeling 0 0 1 12 0 0 2 32
Flexible HAR model for realized volatility 1 1 6 67 1 1 9 256
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 2 18 1 2 5 78
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 2 3 3 35
Hierarchical Archimedean Copulae: The HAC Package 0 0 0 0 0 0 0 11
Importance of Weather Conditions in a Flight Corridor 0 0 0 0 2 3 4 6
Index of environmental awareness through the MIMIC approach 0 0 0 0 0 0 0 16
Infinitely stochastic micro reserving 0 0 0 12 0 2 4 37
Labor market tightness and individual wage growth: evidence from Germany 0 0 0 3 2 3 7 18
Localizing Temperature Risk 0 0 0 3 0 1 3 21
Lévy copulae for financial returns 0 0 0 8 1 1 2 26
Managing risk with a realized copula parameter 0 1 2 20 0 1 2 54
Modelling spatio-temporal variability of temperature 0 0 1 2 0 0 3 37
Modelling the general dependence between commodity forward curves 0 0 0 11 0 0 2 59
On the structure and estimation of hierarchical Archimedean copulas 1 1 2 152 1 2 8 402
On the systemic nature of weather risk 0 0 1 43 0 0 2 176
Optimal shrinkage estimator for high-dimensional mean vector 0 0 0 5 0 0 1 23
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation 0 0 0 0 0 0 0 5
Properties of hierarchical Archimedean copulas 0 0 0 9 0 0 0 28
Systemic Weather Risk and Crop Insurance: The Case of China 0 0 0 14 0 1 1 62
The Realized Hierarchical Archimedean Copula in Risk Modelling 0 0 1 7 0 0 2 48
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 0 1 1 69
Vulnerability-CoVaR: investigating the crypto-market 1 1 1 1 1 1 1 5
What threatens stock markets more - The coronavirus or the hype around it? 0 0 0 2 0 1 2 12
Total Journal Articles 3 5 20 473 12 26 72 1,871

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Statistics updated 2025-03-03