# Ostap Okhrin

According to our database

Collaborative distances :

^{1}, Ostap Okhrin authored at least 3 papers between 2012 and 2016.Collaborative distances :

## Timeline

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Book In proceedings Article PhD thesis Other## Links

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## Bibliography

2016

A semiparametric factor model for CDO surfaces dynamics.

J. Multivariate Analysis, 2016

Managing risk with a realized copula parameter.

Computational Statistics & Data Analysis, 2016

2012

HMM and HAC.

Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012