| On the structure and estimation of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Journal of Econometrics 173 (2), 189-204, 2013 | 204 | 2013 |
| Properties of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Statistics & Risk Modeling 30 (1), 21-54, 2013 | 86* | 2013 |
| Systemic weather risk and crop insurance: the case of China O Okhrin, M Odening, W Xu Journal of Risk and Insurance 80 (2), 351-372, 2013 | 85 | 2013 |
| Hierarchical Archimedean copulae: the HAC package O Okhrin, A Ristig Journal of Statistical Software 58, 1-20, 2014 | 79 | 2014 |
| On the systemic nature of weather risk W Xu, G Filler, M Odening, O Okhrin Agricultural Finance Review, 2010 | 74 | 2010 |
| Goodness-of-fit test for specification of semiparametric copula dependence models S Zhang, O Okhrin, QM Zhou, PXK Song Journal of Econometrics 193 (1), 215-233, 2016 | 48 | 2016 |
| Managing risk with a realized copula parameter MR Fengler, O Okhrin Computational Statistics & Data Analysis 100, 131-152, 2016 | 41* | 2016 |
| De copulis non est disputandum: Copulae: an overview WK Härdle, O Okhrin AStA Advances in Statistical Analysis 94 (1), 1-31, 2010 | 39 | 2010 |
| Efficient iterative maximum likelihood estimation of high-parameterized time series models N Hautsch, O Okhrin, A Ristig Available at SSRN 2385880, 2014 | 36 | 2014 |
| Valuation of collateralized debt obligations with hierarchical Archimedean copulae B Choroś-Tomczyk, WK Härdle, O Okhrin Journal of Empirical Finance 24, 42-62, 2013 | 36* | 2013 |
| Conditional least squares and copulae in claims reserving for a single line of business M Pešta, O Okhrin Insurance: Mathematics and Economics 56, 28-37, 2014 | 32 | 2014 |
| Hidden Markov structures for dynamic copulae WK Härdle, O Okhrin, W Wang Econometric Theory 31 (5), 981-1015, 2015 | 31 | 2015 |
| Flexible HAR model for realized volatility F Audrino, C Huang, O Okhrin Studies in Nonlinear Dynamics & Econometrics 23 (3), 20170080, 2018 | 29 | 2018 |
| Can expert knowledge compensate for data scarcity in crop insurance pricing? Z Shen, M Odening, O Okhrin European Review of Agricultural Economics 43 (2), 237-269, 2016 | 27 | 2016 |
| Dynamic structured copula models WK Härdle, O Okhrin, Y Okhrin Statistics & Risk Modeling 30 (4), 361-388, 2013 | 26* | 2013 |
| Estimation procedures for exchangeable Marshall copulas with hydrological application F Durante, O Okhrin Stochastic Environmental Research and Risk Assessment 29, 205-226, 2015 | 24 | 2015 |
| gofCopula: Goodness-of-Fit tests for copulae O Okhrin, S Trimborn, M Waltz Available at SSRN 3560825, 2021 | 20 | 2021 |
| Modelling the general dependence between commodity forward curves M Zolotko, O Okhrin Energy Economics 43, 284-296, 2014 | 18 | 2014 |
| Localising temperature risk WK Härdle, BL Cabrera, O Okhrin, W Wang SFB 649 Discussion Paper 2011-001, 2010 | 18* | 2010 |
| Optimal shrinkage estimator for high-dimensional mean vector T Bodnar, O Okhrin, N Parolya Journal of Multivariate Analysis 170, 63-79, 2019 | 17 | 2019 |
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsBestätigte E-Mail-Adresse bei hu-berlin.de
