# Ostap Okhrin

According to our database

Collaborative distances:

^{1}, Ostap Okhrin authored at least 4 papers between 2012 and 2019.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2019

Optimal shrinkage estimator for high-dimensional mean vector.

J. Multivariate Analysis, 2019

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