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On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10009711709
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Distributional properties of portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 134 (2006) 1, pp. 235-256
Persistent link: https://www.econbiz.de/10003368426
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Distributional properties of portfolio weights
Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 134 (2006) 1, pp. 235-256
Persistent link: https://www.econbiz.de/10007285966
Cover Image
On the structure and estimation of hierarchical Archimedean copulas
Okhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang - In: Journal of econometrics 173 (2013) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10010073925
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Tail event driven networks of SIFIs
Chen, Yi-Hsuan; Härdle, Wolfgang; Okhrin, Yarema - In: Journal of econometrics 208 (2019) 1, pp. 282-298
Persistent link: https://www.econbiz.de/10012144998