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De copulis non estdisputandum...
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ECONIS (ZBW)
114
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1
Hidden Markov structures for dynamic copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Wang, Weining
- In:
Econometric theory
31
(
2015
)
5
,
pp. 981-1015
Persistent link: https://www.econbiz.de/10011545496
Saved in:
2
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
3
De copulis non est disputandum : copulae: an overview
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Advances in statistical analysis : AStA ; a journal of …
94
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003951049
Saved in:
4
Adaptive local parametric estimation of crop yields : implications for crop insurance rate making
Shen, Zhiwei
;
Odening, Martin
;
Okhrin, Ostap
- In:
European review of agricultural economics : ERAE
45
(
2018
)
2
,
pp. 173-203
Persistent link: https://www.econbiz.de/10012002623
Saved in:
5
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
Saved in:
6
Goodness-of-fit test for specification of semiparametric copula dependence models
Zhang, Shulin
;
Okhrin, Ostap
;
Zhou, Qian M.
;
Song, …
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 215-233
Persistent link: https://www.econbiz.de/10011704802
Saved in:
7
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
8
On the systemic nature of weather risk
Xu, Wei
;
Filler, Guenther
;
Odening, Martin
;
Okhrin, Ostap
- In:
Agricultural finance review
70
(
2010
)
2
,
pp. 267-284
Persistent link: https://www.econbiz.de/10008737453
Saved in:
9
Systemic weather risk and crop insurance : the case of China
Okhrin, Ostap
;
Odening, Martin
;
Xu, Wei
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10009777248
Saved in:
10
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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