Ostap Okhrin
Finance · 2013–2016
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 40 citations into it; #4,596 of 10,518 by trust here, #4,858 by citations
- Statistics and Probability — 21 citations into it; #8,042 of 12,932 by trust here, #12,077 by citations
- Economics and Econometrics — 15 citations into it; #14,826 of 23,481 by trust here, #12,781 by citations
- Artificial Intelligence — 8 citations into it; #29,426 of 35,345 by trust here, #30,347 by citations
- Demography — 5 citations into it
Whom Ostap Okhrin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Friedrich Schmid
- Weijing Wang
- Alexander J. McNeil
- Sidney I. Resnick
- Rafael Schmidt
- Martin T. Wells
- Roger B. Nelsen
- Jean-David Fermanian
- Wolfgang Karl Härdle
- Xiaohong Chen
Who trusts Ostap Okhrin overall
- Eike C. Brechmann
- Poulomi Ganguli
- Goeran Kauermann
- M. Janga Reddy
- Christian Schellhase
- Brenda López Cabrera
Papers from Ostap Okhrin's perspective
Ordered by how strongly the researchers Ostap Okhrin trusts endorse each paper. Same corpus, a different order for every researcher.
- Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
- Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence
- Applied Multivariate Statistical Analysis
- Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
- Methods of Mathematical Finance
- Probability and Measure
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Comparison Methods for Stochastic Models and Risks (Technometrics)
- On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables
- Sur les fonctions absolument monotones
Their papers
- Properties of hierarchical Archimedean copulas (2013) — 68 citations
- On the structure and estimation of hierarchical Archimedean copulas (2013) — 159 citations
- Localizing Temperature Risk (2016) — 63 citations