Ostap Okhrin

According to our database1, Ostap Okhrin authored at least 3 papers between 2012 and 2016.

Collaborative distances :
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

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


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