| On the structure and estimation of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Journal of Econometrics 173 (2), 189-204, 2013 | 221 | 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 | 109 | 2013 |
| Properties of hierarchical Archimedean copulas O Okhrin, Y Okhrin, W Schmid Statistics & Risk Modeling 30 (1), 21-54, 2013 | 90* | 2013 |
| Hierarchical Archimedean copulae: the HAC package O Okhrin, A Ristig Journal of Statistical Software 58, 1-20, 2014 | 89 | 2014 |
| On the systemic nature of weather risk W Xu, G Filler, M Odening, O Okhrin Agricultural Finance Review 70 (2), 267-284, 2010 | 81 | 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 | 55 | 2016 |
| Managing risk with a realized copula parameter MR Fengler, O Okhrin Computational Statistics & Data Analysis 100, 131-152, 2016 | 48* | 2016 |
| Maximum-likelihood estimation using the zig-zag algorithm N Hautsch, O Okhrin, A Ristig Journal of Financial Econometrics 21 (4), 1346-1375, 2023 | 45* | 2023 |
| Towards robust car-following based on deep reinforcement learning F Hart, O Okhrin, M Treiber Transportation research part C: emerging technologies 159, 104486, 2024 | 43* | 2024 |
| De copulis non est disputandum: Copulae: an overview WK Härdle, O Okhrin AStA Advances in Statistical Analysis 94 (1), 1-31, 2010 | 43 | 2010 |
| Copulae: An overview and recent developments J Größer, O Okhrin Wiley Interdisciplinary Reviews: Computational Statistics 14 (3), e1557, 2022 | 41 | 2022 |
| Calibrating Wiedemann-99 model parameters to trajectory data of mixed vehicular traffic A Anil Chaudhari, KK Srinivasan, B Rama Chilukuri, M Treiber, O Okhrin Transportation research record 2676 (1), 718-735, 2022 | 40 | 2022 |
| Flexible HAR model for realized volatility F Audrino, C Huang, O Okhrin Studies in Nonlinear Dynamics & Econometrics 23 (3), 20170080, 2019 | 40 | 2019 |
| Hidden Markov structures for dynamic copulae WK Härdle, O Okhrin, W Wang Econometric Theory 31 (5), 981-1015, 2015 | 40 | 2015 |
| Valuation of collateralized debt obligations with hierarchical Archimedean copulae B Choroś-Tomczyk, WK Härdle, O Okhrin Journal of Empirical Finance 24, 42-62, 2013 | 40* | 2013 |
| Modified DDPG car-following model with a real-world human driving experience with CARLA simulator D Li, O Okhrin Transportation Research Part C: Emerging Technologies 147, 103987, 2023 | 39 | 2023 |
| 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 | 37 | 2014 |
| Dynamic structured copula models WK Härdle, O Okhrin, Y Okhrin Statistics & Risk Modeling 30 (4), 361-388, 2013 | 32* | 2013 |
| gofCopula: Goodness-of-Fit tests for copulae O Okhrin, S Trimborn, M Waltz R Journal 13 (1), 467-498, 2021 | 30 | 2021 |
| Copulae in high dimensions: an introduction O Okhrin, A Ristig, YF Xu Applied quantitative finance, 247-277, 2017 | 30 | 2017 |
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsZweryfikowany adres z hu-berlin.de