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Frölich, Nicolas [Author] ; Schipp, Bernhard [Degree supervisor]; Okhrin, Ostap [Degree supervisor] Technische Universität Dresden

Multiple breakpoint estimation for structural changes in Bernoulli mixture models with application in credit risk

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Dresden, 2 September 2021
Schmid, Manuel [Author] ; Okhrin, Ostap [Degree supervisor]; Rockinger, Michael [Degree supervisor] Technische Universität Dresden

The role of higher moments in high-frequency data modelling

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Dresden, [2021?]
Górecki, Jan [Author]; Okhrin, Ostap [Author]

Hierarchical archimedean copulas

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Cham: Springer, [2024]

Published in: SpringerBriefs in applied statistics and econometrics
Härdle, Wolfgang [Author]; Okhrin, Ostap [Author]; Okhrin, Yarema [Author]

Basic elements of computational statistics

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Cham: Springer, [2017]

Published in: Statistics and computing
Härdle, Wolfgang K. [Author] ; Okhrin, Ostap [Other]

De Copulis Non Est Disputandum - Copulae : An Overview

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[S.l.]: SSRN, [2017]

Published in: SFB 649 Discussion Paper 2009-031
Okhrin, Ostap [Author] ; Rockinger, Michael [Other]; Schmid, Manuel [Other]

Distributional Properties of Continuous Time Processes : From CIR to Bates

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https://ssrn.com/abstract=3542672

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[S.l.]: SSRN, [2020]
Okhrin, Ostap [Author] ; Trimborn, Simon [Other]; Waltz, Martin [Other]

gofCopula : Goodness-of-Fit Tests for Copulae

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https://ssrn.com/abstract=3560825

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[S.l.]: SSRN, [2020]
Okhrin, Ostap [Author]

Fitting high-dimensional copulae to data

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http://hdl.handle.net/10419/39301

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2010
Nguyen, Phuong Anh [Author] ; Okhrin, Ostap [Degree supervisor]; Okhrin, Irena [Degree supervisor] Technische Universität Dresden

Die Auswirkung sozioökonomischer Faktoren auf die CO2-Bilanz im Zusammenhang zum ökologischen Fußabdruck

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Dresden, 2021
Härdle, Wolfgang K. [Author] ; Okhrin, Ostap [Other]; Okhrin, Yarema [Other]

Modeling Dependencies in Finance Using Copulae

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https://ssrn.com/abstract=2894282

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[S.l.]: SSRN, [2017]

Published in: SFB 649 Discussion Paper 2008-043
Bartl, Stine [Author] ; Okhrin, Irena [Degree supervisor]; Okhrin, Ostap [Degree supervisor]

Temperaturmodellierung durch Shape Invariant Modeling

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Dresden; Dresden: Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2016
Härdle, Wolfgang K. [Author] ; Okhrin, Ostap [Other]; Okhrin, Yarema [Other]

Time Varying Hierarchical Archimedean Copulae

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https://ssrn.com/abstract=2894238

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[S.l.]: SSRN, [2017]

Published in: SFB 649 Discussion Paper 2010-018
Lösch, Stefanie [Author] ; Okhrin, Ostap [Other]; Schipp, Bernhard [Other]

Environmental Awareness and Labour Market Tightness : An Analysis on Regional Level

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https://d-nb.info/1227833350/34

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Dresden: Technische Universität Dresden, 2021
Frölich, Nicolas [Author] ; Schipp, Bernhard [Other]; Okhrin, Ostap [Other]

Multiple Breakpoint Estimation for Structural Changes in Bernoulli Mixture Models with Application in Credit Risk

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https://d-nb.info/1245445650/34

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Dresden: Technische Universität Dresden, 2021
Schmid, Manuel [Author] ; Okhrin, Ostap [Other]; Rockinger, Michael [Other]

The role of higher moments in high-frequency data modelling

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https://d-nb.info/124681692X/34

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Dresden: Technische Universität Dresden, 2021
Xu, Yafei [Author] ; Okhrin, Ostap [Other]; Droge, Bernd [Other]

High Dimensional Financial Engineering: Dependence Modeling and Sequential Surveillance

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https://d-nb.info/118566663X/34

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Berlin: Humboldt-Universität zu Berlin, 2018
Yang, Zhimin [Author] ; Okhrin, Ostap [Other]; Hirte, Georg [Other]

Calibration of IDM Car Following Model with Evolutionary Algorithm

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https://nbn-resolving.org/urn:nbn:de:bsz:14-qucosa2-889577

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Dresden: Technische Universität Dresden, 2024
Wang, Bingyu [Author] ; Okhrin, Ostap [Thesis advisor]; Li, Dianzhao [Thesis advisor] Technische Universität Dresden

End-to-End Autonomous Driving with Deep Reinforcement Learning in Simulation Environments

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https://nbn-resolving.org/urn:nbn:de:bsz:14-qucosa2-907521

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[2024]
Song, Boheng [Author] ; Okhrin, Ostap [Degree supervisor]; Treiber, Martin [Degree supervisor] Technische Universität Dresden

Erneuerbare Energien : Statistik der Energiespeicher

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https://nbn-resolving.org/urn:nbn:de:bsz:14-qucosa2-870582

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Dresden, 2023
Zhou, Mengyu [Author] ; Zou, Jing [Degree supervisor]; Okhrin, Ostap [Degree supervisor] Technische Universität Dresden

Study of travel behavior during the covid-19 pandemic

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https://nbn-resolving.org/urn:nbn:de:bsz:14-qucosa2-864462

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Dresden, 2023

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