Humboldt-Universität zu Berlin | Wirtschaftswissenschaftliche Fakultät | High Dimensional Nonstationary Time Series | Ladislaus von Bortkiewicz Professor of Statistics | Staff | Personal pages | oldpages2015 | Ostap Okhrin | Talks Talks [ Main | Curriculum Vitae | Teaching | Publications | Talks ] Hierarchical Archimedean Copulae Realized Copula HMM for HAC Localising Temperature Risk Systematic Weather Risk and Crop Insurance: The Case of China Fitting Copula to Data Properties of Hierarchical Archimedean Copulas On the Systemic Nature of Weather Risk Qua de causa copula me placent: Statistics of joint events Determining the Structure and Estimation of Hierarchical Archimedean Copulae Introduction to Copulas Dynamics of the Multivariate Copula-based Models Asymptotic behavior of S-stopped branching processes with countable state space
Hierarchical Archimedean Copulae
Realized Copula
HMM for HAC
Localising Temperature Risk
Systematic Weather Risk and Crop Insurance: The Case of China
Fitting Copula to Data
Properties of Hierarchical Archimedean Copulas
On the Systemic Nature of Weather Risk