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 6 161
CDO pricing with copulae 0 0 0 143 1 2 4 282
CDO surfaces dynamics 0 0 0 26 2 2 2 83
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 16 6 14 14 75
Can expert knowledge compensate for data scarcity in crop insurance pricing? 0 0 0 20 1 5 5 249
Conditional systemic risk with penalized copula 0 1 1 45 2 7 11 108
De copulis non est disputandum - Copulae: An overview 0 0 0 80 4 12 13 169
Dynamic and granular loss reserving with copulae 0 0 1 15 0 2 10 45
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 36 0 3 5 71
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 28 2 5 7 85
Estimation procedures for exchangeable Marshall copulas with hydrological application 0 0 0 26 0 6 10 59
Fitting high-dimensional copulae to data 0 0 0 70 1 9 10 165
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 38 0 2 3 74
HMM in dynamic HAC models 0 0 0 38 1 9 16 144
Hierarchical Archimedean copulae: The HAC package 0 0 0 28 0 5 7 128
Infinitely Stochastic Micro Forecasting 0 0 0 19 0 6 7 37
Localising temperature risk 1 1 1 34 5 7 8 116
Modeling dependencies in finance using copulae 0 0 0 180 3 10 12 306
Modeling time-varying dependencies between positive-valued high-frequency time series 0 0 0 76 2 8 9 84
Modelling general dependence between commodity forward curves 0 0 0 29 3 6 9 59
Modelling spatiotemporal variability of temperature 0 0 0 18 1 7 8 77
On the Systemic Nature of Weather Risk 0 0 0 44 1 5 7 188
On the Systemic Nature of Weather Risk 0 0 0 7 1 7 9 70
On the systemic nature of weather risk 0 0 0 61 3 7 9 195
Optimal Shrinkage Estimator for High-Dimensional Mean Vector 0 0 0 15 0 1 3 32
Properties of hierarchical Archimedean copulas 0 0 0 109 1 5 10 273
Realized Copula 0 0 0 102 1 9 12 333
Realized copula 0 0 1 60 1 8 12 143
Systemic weather risk and crop insurance: The case of China 0 0 0 95 2 5 11 324
Time varying hierarchical archimedean copulae 0 0 0 114 0 4 8 237
Vulnerability-CoVaR: Investigating the Crypto-market 0 0 1 8 1 3 7 32
Total Working Papers 1 2 5 1,613 45 183 264 4,404

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 1 7 12 40
A semiparametric factor model for CDO surfaces dynamics 0 0 0 3 0 3 6 29
Adaptive local parametric estimation of crop yields: implications for crop insurance rate making 0 0 2 11 0 1 4 33
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 1 4 6 76
De copulis non est disputandum 0 0 0 10 0 1 4 87
Dynamic structured copula models 0 0 0 25 0 3 4 69
Editorial to the special issue on Applicable semiparametrics of computational statistics 0 0 0 0 0 4 7 34
Editorial to the special issue on Copulae of Statistics & Risk Modeling 0 0 0 12 0 2 4 36
Flexible HAR model for realized volatility 0 1 5 72 0 6 23 279
Goodness-of-fit test for specification of semiparametric copula dependence models 0 0 0 18 1 4 13 91
HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE 0 0 0 2 0 3 3 38
Hierarchical Archimedean Copulae: The HAC Package 0 0 0 0 0 0 4 15
Importance of Weather Conditions in a Flight Corridor 0 0 0 0 0 4 8 14
Index of environmental awareness through the MIMIC approach 0 0 0 0 0 4 6 22
Infinitely stochastic micro reserving 0 0 0 12 1 3 6 43
Labor market tightness and individual wage growth: evidence from Germany 1 1 1 4 1 4 8 26
Localizing Temperature Risk 0 0 0 3 0 7 10 31
Lévy copulae for financial returns 0 0 0 8 0 0 0 26
Managing risk with a realized copula parameter 0 0 0 20 2 5 7 61
Modelling spatio-temporal variability of temperature 0 0 0 2 1 4 8 45
Modelling the general dependence between commodity forward curves 0 0 0 11 1 5 9 68
On the structure and estimation of hierarchical Archimedean copulas 1 1 2 154 1 9 19 421
On the systemic nature of weather risk 0 0 0 43 0 4 7 183
Optimal shrinkage estimator for high-dimensional mean vector 0 0 0 5 2 7 15 38
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation 0 0 0 0 1 7 8 13
Properties of hierarchical Archimedean copulas 0 0 0 9 0 2 5 33
Systemic Weather Risk and Crop Insurance: The Case of China 0 0 0 14 1 4 7 69
The Realized Hierarchical Archimedean Copula in Risk Modelling 0 0 0 7 0 7 8 56
Valuation of collateralized debt obligations with hierarchical Archimedean copulae 0 0 0 18 1 3 4 73
Vulnerability-CoVaR: investigating the crypto-market 0 0 0 1 1 8 11 16
What threatens stock markets more - The coronavirus or the hype around it? 0 0 2 4 2 7 17 29
Total Journal Articles 2 3 13 486 18 132 253 2,124

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Statistics updated 2026-03-04