Works by Okhrin, Ostap


Results: 26
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    OPTIMAL PENSION SYSTEM: CASE STUDY.

    Published in:
    Economics & Sociology, 2018, v. 11, n. 1, p. 267, doi. 10.14254/2071-789X.2018/11-1/18
    By:
    • Nepp, Alexander;
    • Larionova, Viola;
    • Okhrin, Ostap;
    • Sesekin, Alexander
    Publication type:
    Article
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    Flexible HAR model for realized volatility.

    Published in:
    Studies in Nonlinear Dynamics & Econometrics, 2019, v. 23, n. 3, p. N.PAG, doi. 10.1515/snde-2017-0080
    By:
    • Audrino, Francesco;
    • Huang, Chen;
    • Okhrin, Ostap
    Publication type:
    Article
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    Dynamic structured copula models.

    Published in:
    Statistics & Risk Modeling, 2013, v. 30, n. 4, p. 361, doi. 10.1524/strm.2013.2004
    By:
    • Härdle, Wolfgang Karl;
    • Okhrin, Ostap;
    • Okhrin, Yarema
    Publication type:
    Article
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    Localizing Temperature Risk.

    Published in:
    Journal of the American Statistical Association, 2016, v. 111, n. 516, p. 1491, doi. 10.1080/01621459.2016.1180985
    By:
    • Härdle, Wolfgang Karl;
    • López Cabrera, Brenda;
    • Okhrin, Ostap;
    • Wang, Weining
    Publication type:
    Article
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