Access Statistics for Ostap Okhrin

Author contact details at EconPapers.

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 0 2 8 163
CDO pricing with copulae 0 0 0 143 1 4 7 286
CDO surfaces dynamics 0 0 0 26 0 3 5 86
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 20 0 3 8 252
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 16 0 3 17 78
Conditional systemic risk with penalized copula 0 0 1 45 1 2 13 110
De copulis non est disputandum - Copulae: An overview 0 0 0 80 0 2 14 171
Dynamic and granular loss reserving with copulae 0 0 1 15 1 2 9 47
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 36 0 0 4 71
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 28 0 2 9 87
Estimation procedures for exchangeable Marshall copulas with hydrological application 0 0 0 26 0 0 10 59
Fitting high-dimensional copulae to data 0 0 0 70 0 2 12 167
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 38 1 4 7 78
HMM in dynamic HAC models 0 0 0 38 0 2 18 146
Hierarchical Archimedean copulae: The HAC package 0 0 0 28 0 4 10 132
Infinitely Stochastic Micro Forecasting 0 0 0 19 0 5 12 42
Localising temperature risk 0 0 1 34 0 2 10 118
Modeling dependencies in finance using copulae 0 0 0 180 0 3 15 309
Modeling time-varying dependencies between positive-valued high-frequency time series 0 0 0 76 0 5 14 89
Modelling general dependence between commodity forward curves 0 0 0 29 1 3 12 62
Modelling spatiotemporal variability of temperature 0 0 0 18 0 4 12 81
On the Systemic Nature of Weather Risk 0 0 0 44 2 4 11 192
On the Systemic Nature of Weather Risk 0 0 0 7 0 3 12 73
On the systemic nature of weather risk 0 0 0 61 1 3 11 198
Optimal Shrinkage Estimator for High-Dimensional Mean Vector 0 0 0 15 1 2 5 34
Properties of hierarchical Archimedean copulas 0 0 0 109 1 5 15 278
Realized Copula 0 0 0 102 0 4 16 337
Realized copula 0 0 1 60 0 3 14 146
Systemic weather risk and crop insurance: The case of China 0 0 0 95 0 2 10 326
Time varying hierarchical archimedean copulae 0 0 0 114 0 3 11 240
Vulnerability-CoVaR: Investigating the Crypto-market 0 0 1 8 2 5 12 37
Total Working Papers 0 0 5 1,613 12 91 343 4,495

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 0 2 0 1 10 41
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 2 8 31
Adaptive local parametric estimation of crop yields: implications for crop insurance rate making 0 0 2 11 0 1 5 34
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 3 0 4 4 34
Conditional least squares and copulae in claims reserving for a single line of business 0 0 0 13 0 2 7 78
De copulis non est disputandum 0 0 0 10 1 1 5 88
Dynamic structured copula models 0 0 0 25 1 2 6 71
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 1 8 35
Editorial to the special issue on Copulae of Statistics & Risk Modeling 0 0 0 12 0 2 6 38
Flexible HAR model for realized volatility 0 1 3 73 2 5 21 284
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 18 0 4 16 95
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 1 4 39
Hierarchical Archimedean Copulae: The HAC Package 0 0 0 0 0 2 5 17
Importance of Weather Conditions in a Flight Corridor 0 0 0 0 1 3 10 17
Index of environmental awareness through the MIMIC approach 0 0 0 0 0 0 5 22
Infinitely stochastic micro reserving 0 0 0 12 2 4 10 47
Labor market tightness and individual wage growth: evidence from Germany 0 0 1 4 2 7 13 33
Localizing Temperature Risk 0 0 0 3 0 4 13 35
Lévy copulae for financial returns 0 0 0 8 0 0 0 26
Managing risk with a realized copula parameter 0 0 0 20 0 3 10 64
Modelling spatio-temporal variability of temperature 0 0 0 2 0 4 12 49
Modelling the general dependence between commodity forward curves 0 0 0 11 0 2 9 70
On the structure and estimation of hierarchical Archimedean copulas 0 0 1 154 0 4 22 425
On the systemic nature of weather risk 0 0 0 43 1 3 10 186
Optimal shrinkage estimator for high-dimensional mean vector 0 0 0 5 2 6 20 44
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation 0 0 0 0 0 3 11 16
Properties of hierarchical Archimedean copulas 0 0 0 9 3 7 12 40
Systemic Weather Risk and Crop Insurance: The Case of China 0 0 0 14 0 7 14 76
The Realized Hierarchical Archimedean Copula in Risk Modelling 0 0 0 7 0 2 10 58
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 0 3 7 76
Vulnerability-CoVaR: investigating the crypto-market 0 1 1 2 0 3 14 19
What threatens stock markets more - The coronavirus or the hype around it? 0 0 1 4 1 2 17 31
Total Journal Articles 0 2 9 488 16 95 324 2,219

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Statistics updated 2026-06-04