Ostap Okhrin : Citation Profile


Are you Ostap Okhrin?

Humboldt-Universität Berlin (34% share)
Humboldt-Universität Berlin (33% share)
Humboldt-Universität Berlin (33% share)

7

H index

5

i10 index

151

Citations

RESEARCH PRODUCTION:

2

Articles

16

Papers

RESEARCH ACTIVITY:

   4 years (2008 - 2012). See details.
   Cites by year: 37
   Journals where Ostap Okhrin has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 7 (4.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pok24
   Updated: 2021-10-16    RAS profile: 2012-08-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ostap Okhrin.

Is cited by:

Odening, Martin (13)

Härdle, Wolfgang (8)

Grajek, Michal (5)

Strausz, Roland (5)

Hautsch, Nikolaus (5)

Ritter, Matthias (5)

López Cabrera, Brenda (5)

Musshoff, Oliver (4)

Yilmaz, Kamil (4)

Shen, Zhiwei (4)

Diebold, Francis (4)

Cites to:

Härdle, Wolfgang (11)

Bollerslev, Tim (7)

Andersen, Torben (5)

Patton, Andrew (5)

Odening, Martin (5)

Corsi, Fulvio (5)

Diebold, Francis (5)

Xu, Wei (4)

Chen, Xiaohong (4)

Shephard, Neil (4)

Nautz, Dieter (4)

Main data


Where Ostap Okhrin has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany13

Recent works citing Ostap Okhrin (2021 and 2020)


YearTitle of citing document
2020Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions. (2020). Wu, Yang-Che. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:116-128.

Full description at Econpapers || Download paper

2020Grain Area Yield Index Insurance Ratemaking Based on Time–Space Risk Adjustment in China. (2020). Ren, Jinzheng ; Li, Xiaotao ; Wu, Haiping ; Niu, Beibei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2491-:d:335693.

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2020Copula models of economic capital for life insurance companies. (2020). Burroughs, Regina ; Benson, Sydney ; Zhang, Huan ; Walczak, David ; Shemyakin, Arkady ; Mohr, Jessica ; Ladyzhets, Vladimir. In: Applied Econometrics. RePEc:ris:apltrx:0393.

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2020Nonparametric Archimedean generator estimation with implications for multiple testing. (2020). Dickhaus, Thorsten ; Neumann, Andre. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:2:d:10.1007_s10182-020-00363-8.

Full description at Econpapers || Download paper

Works by Ostap Okhrin:


YearTitleTypeCited
2009On the Systemic Nature of Weather Risk In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
[Full Text][Citation analysis]
paper18
2009On the Systemic Nature of Weather Risk.(2009) In: 2009 Conference, August 16-22, 2009, Beijing, China.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2010On the systemic nature of weather risk.(2010) In: Agricultural Finance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2009On the Systemic Nature of Weather Risk.(2009) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2008Modeling Dependencies in Finance using Copulae In: SFB 649 Discussion Papers.
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paper3
2009CDO Pricing with Copulae In: SFB 649 Discussion Papers.
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paper4
2009Properties of Hierarchical Archimedean Copulas In: SFB 649 Discussion Papers.
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paper13
2009De copulis non est disputandum - Copulae: An Overview In: SFB 649 Discussion Papers.
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paper7
2009CDO and HAC In: SFB 649 Discussion Papers.
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paper4
2010Time varying Hierarchical Archimedean Copulae In: SFB 649 Discussion Papers.
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paper7
2010Fitting high-dimensional Copulae to Data In: SFB 649 Discussion Papers.
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paper2
2010Systemic Weather Risk and Crop Insurance: The Case of China In: SFB 649 Discussion Papers.
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paper27
2011Localising temperature risk In: SFB 649 Discussion Papers.
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paper40
2012HMM in dynamic HAC models In: SFB 649 Discussion Papers.
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paper0
2012Realized Copula In: SFB 649 Discussion Papers.
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paper5
2012Realized Copula.(2012) In: Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012Hierarchical Archimedean Copulae: The HAC Package In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper17
2010De copulis non est disputandum In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article4

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