Yarema Okhrin

According to our database, Yarema Okhrin authored at least 9 papers between 2009 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Statistical Inference for the Expected Utility Portfolio in High Dimensions.

Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya, Wolfgang Schmid

IEEE Trans. Signal Process., 2021

New Approaches for Monitoring Image Data.

Yarema Okhrin, Wolfgang Schmid, Ivan Semeniuk

IEEE Trans. Image Process., 2021

2020

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series.

Nicole Barthel, Claudia Czado, Yarema Okhrin

Comput. Stat. Data Anal., 2020

2018

Determination and estimation of risk aversion coefficients.

Taras Bodnar, Yarema Okhrin, Valdemar Vitlinskyy, Taras Zabolotskyy

Comput. Manag. Sci., 2018

2017

Bayesian estimation of the global minimum variance portfolio.

Taras Bodnar, Stepan Mazur, Yarema Okhrin

Eur. J. Oper. Res., 2017

2015

Behavior of EWMA type control charts for small smoothing parameters.

Taras Lazariv, Yarema Okhrin, Wolfgang Schmid

Comput. Stat. Data Anal., 2015

2013

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector.

Taras Bodnar, Stepan Mazur, Yarema Okhrin

J. Multivar. Anal., 2013

Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?

Taras Bodnar, Yarema Okhrin

Appl. Math. Comput., 2013

2009

Surveillance of the covariance matrix based on the properties of the singular Wishart distribution.

Olha Bodnar, Taras Bodnar, Yarema Okhrin

Comput. Stat. Data Anal., 2009