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~person:"Okhrin, Ostap"
~subject:"Multivariate Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
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Modelling the general dependence between commodity forward curves
Zolotko, Mikhail
;
Okhrin, Ostap
- In:
Energy economics
43
(
2014
),
pp. 284-296
Persistent link: https://www.econbiz.de/10010504813
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