According to our database1, Ostap Okhrin authored at least 3 papers between 2012 and 2016.
Legend:Book In proceedings Article PhD thesis Other
A semiparametric factor model for CDO surfaces dynamics.
J. Multivariate Analysis, 2016
Managing risk with a realized copula parameter.
Computational Statistics & Data Analysis, 2016
HMM and HAC.
Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012