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 1 4 6 160
CDO pricing with copulae 0 0 0 143 1 2 3 281
CDO surfaces dynamics 0 0 0 26 0 0 1 81
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 16 2 2 2 63
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 20 0 0 0 244
Conditional systemic risk with penalized copula 0 0 0 44 1 4 6 102
De copulis non est disputandum - Copulae: An overview 0 0 0 80 3 3 4 160
Dynamic and granular loss reserving with copulae 0 1 1 15 0 4 8 43
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 36 2 2 4 70
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 28 0 0 2 80
Estimation procedures for exchangeable Marshall copulas with hydrological application 0 0 0 26 1 3 5 54
Fitting high-dimensional copulae to data 0 0 0 70 5 5 6 161
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 38 1 2 2 73
HMM in dynamic HAC models 0 0 0 38 1 8 9 136
Hierarchical Archimedean copulae: The HAC package 0 0 0 28 2 3 5 125
Infinitely Stochastic Micro Forecasting 0 0 0 19 0 1 2 31
Localising temperature risk 0 0 0 33 1 2 3 110
Modeling dependencies in finance using copulae 0 0 0 180 4 6 6 300
Modeling time-varying dependencies between positive-valued high-frequency time series 0 0 0 76 2 3 3 78
Modelling general dependence between commodity forward curves 0 0 0 29 1 4 4 54
Modelling spatiotemporal variability of temperature 0 0 0 18 4 5 6 74
On the Systemic Nature of Weather Risk 0 0 0 7 4 6 7 67
On the Systemic Nature of Weather Risk 0 0 0 44 2 3 4 185
On the systemic nature of weather risk 0 0 0 61 0 0 2 188
Optimal Shrinkage Estimator for High-Dimensional Mean Vector 0 0 0 15 0 1 3 31
Properties of hierarchical Archimedean copulas 0 0 0 109 2 6 8 270
Realized Copula 0 0 0 102 0 1 3 324
Realized copula 0 0 1 60 0 2 4 135
Systemic weather risk and crop insurance: The case of China 0 0 0 95 3 4 9 322
Time varying hierarchical archimedean copulae 0 0 0 114 2 4 7 235
Vulnerability-CoVaR: Investigating the Crypto-market 0 0 1 8 0 3 4 29
Total Working Papers 0 1 3 1,611 45 93 138 4,266

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 3 4 8 36
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 3 3 26
Adaptive local parametric estimation of crop yields: implications for crop insurance rate making 0 0 2 11 0 1 3 32
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 0 1 13 0 1 3 72
De copulis non est disputandum 0 0 0 10 0 2 3 86
Dynamic structured copula models 0 0 0 25 1 1 2 67
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 2 4 30
Editorial to the special issue on Copulae of Statistics & Risk Modeling 0 0 0 12 1 3 3 35
Flexible HAR model for realized volatility 0 1 5 71 2 6 20 275
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 18 1 6 11 88
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 2 2 5 37
Hierarchical Archimedean Copulae: The HAC Package 0 0 0 0 0 2 4 15
Importance of Weather Conditions in a Flight Corridor 0 0 0 0 1 2 8 11
Index of environmental awareness through the MIMIC approach 0 0 0 0 1 2 3 19
Infinitely stochastic micro reserving 0 0 0 12 0 1 5 40
Labor market tightness and individual wage growth: evidence from Germany 0 0 0 3 1 2 8 23
Localizing Temperature Risk 0 0 0 3 5 6 9 29
Lévy copulae for financial returns 0 0 0 8 0 0 1 26
Managing risk with a realized copula parameter 0 0 1 20 1 2 4 57
Modelling spatio-temporal variability of temperature 0 0 0 2 0 2 4 41
Modelling the general dependence between commodity forward curves 0 0 0 11 1 3 5 64
On the structure and estimation of hierarchical Archimedean copulas 0 0 2 153 2 7 13 414
On the systemic nature of weather risk 0 0 0 43 1 3 4 180
Optimal shrinkage estimator for high-dimensional mean vector 0 0 0 5 1 7 9 32
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation 0 0 0 0 0 1 1 6
Properties of hierarchical Archimedean copulas 0 0 0 9 1 2 4 32
Systemic Weather Risk and Crop Insurance: The Case of China 0 0 0 14 2 4 6 67
The Realized Hierarchical Archimedean Copula in Risk Modelling 0 0 0 7 3 4 4 52
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 0 1 2 70
Vulnerability-CoVaR: investigating the crypto-market 0 0 1 1 2 4 6 10
What threatens stock markets more - The coronavirus or the hype around it? 0 1 2 4 0 6 11 22
Total Journal Articles 0 2 14 483 32 92 176 2,024

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Statistics updated 2026-01-09