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 0 7 163
CDO pricing with copulae 0 0 0 143 2 3 10 289
CDO surfaces dynamics 0 0 0 26 1 1 7 88
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 1 21 0 0 9 253
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 16 0 2 19 80
Conditional systemic risk with penalized copula 0 0 1 45 0 1 14 112
De copulis non est disputandum - Copulae: An overview 0 0 0 80 0 1 15 172
Dynamic and granular loss reserving with copulae 0 0 1 15 0 0 8 47
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 36 0 0 3 71
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 28 0 1 8 88
Estimation procedures for exchangeable Marshall copulas with hydrological application 0 0 0 26 0 0 8 59
Fitting high-dimensional copulae to data 0 0 0 70 0 0 11 167
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 38 0 2 10 81
HMM in dynamic HAC models 0 0 0 38 0 0 18 146
Hierarchical Archimedean copulae: The HAC package 0 0 0 28 0 1 11 133
Infinitely Stochastic Micro Forecasting 0 0 0 19 0 1 13 43
Localising temperature risk 0 0 1 34 0 0 11 119
Modeling dependencies in finance using copulae 0 0 0 180 0 4 19 313
Modeling time-varying dependencies between positive-valued high-frequency time series 0 0 0 76 0 0 14 89
Modelling general dependence between commodity forward curves 0 0 0 29 0 0 12 62
Modelling spatiotemporal variability of temperature 0 0 0 18 0 0 12 81
On the Systemic Nature of Weather Risk 0 0 0 44 0 1 11 193
On the Systemic Nature of Weather Risk 0 0 0 7 1 4 16 77
On the systemic nature of weather risk 0 0 0 61 0 1 11 199
Optimal Shrinkage Estimator for High-Dimensional Mean Vector 0 0 0 15 1 1 5 35
Properties of hierarchical Archimedean copulas 0 0 0 109 1 2 16 280
Realized Copula 0 0 0 102 0 1 16 339
Realized copula 0 0 0 60 0 1 15 148
Systemic weather risk and crop insurance: The case of China 0 0 0 95 1 1 11 329
Time varying hierarchical archimedean copulae 0 0 0 114 0 0 9 240
Vulnerability-CoVaR: Investigating the Crypto-market 0 0 0 8 1 1 13 39
Total Working Papers 0 0 4 1,614 8 30 362 4,535

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 2 11 43
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 0 8 31
Adaptive local parametric estimation of crop yields: implications for crop insurance rate making 0 0 0 11 0 2 5 36
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 1 4 0 0 5 35
Conditional least squares and copulae in claims reserving for a single line of business 0 0 0 13 1 1 9 80
De copulis non est disputandum 0 0 0 10 1 2 6 90
Dynamic structured copula models 0 0 0 25 1 1 6 72
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 0 7 35
Editorial to the special issue on Copulae of Statistics & Risk Modeling 0 0 0 12 1 1 7 39
Flexible HAR model for realized volatility 0 0 3 73 3 3 23 292
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 18 1 3 16 98
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 0 4 39
Hierarchical Archimedean Copulae: The HAC Package 0 0 0 0 0 0 4 17
Importance of Weather Conditions in a Flight Corridor 0 0 0 0 1 1 9 18
Index of environmental awareness through the MIMIC approach 0 0 0 0 0 1 6 23
Infinitely stochastic micro reserving 0 0 0 12 1 4 13 52
Labor market tightness and individual wage growth: evidence from Germany 1 1 2 5 1 1 13 34
Localizing Temperature Risk 0 0 0 3 0 1 13 36
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 0 9 64
Modelling spatio-temporal variability of temperature 0 0 0 2 0 0 10 49
Modelling the general dependence between commodity forward curves 0 0 0 11 0 1 10 71
On the structure and estimation of hierarchical Archimedean copulas 0 0 1 154 2 3 22 429
On the systemic nature of weather risk 0 0 0 43 0 0 9 186
Optimal shrinkage estimator for high-dimensional mean vector 0 0 0 5 0 0 21 46
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation 0 0 0 0 0 0 11 16
Properties of hierarchical Archimedean copulas 0 0 0 9 1 2 12 42
Systemic Weather Risk and Crop Insurance: The Case of China 1 1 1 15 2 3 16 79
The Realized Hierarchical Archimedean Copula in Risk Modelling 0 0 0 7 0 1 12 60
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 0 1 8 77
Vulnerability-CoVaR: investigating the crypto-market 0 0 1 2 0 0 13 19
What threatens stock markets more - The coronavirus or the hype around it? 0 0 1 4 2 3 18 34
Total Journal Articles 2 2 10 491 18 37 336 2,268

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Statistics updated 2026-10-11