Publications

Ostap Okhrin, und Alexander Ristig. Penalized estimation of hierarchical Archimedean copula. J. Multivar. Anal., (201)CAcademic Press, Inc., USA, Juli 2024. [PUMA: 62G07 62H12 Archimedean Hierarchical Maximum Stage-wise copula estimation likelihood topic_engineering yaff] URL

Nikolaus Hautsch, Ostap Okhrin, und Alexander Ristig. Maximum-Likelihood Estimation Using the Zig-Zag Algorithm. Journal of Financial Econometrics, (21)4:1346-1375, 2023. [PUMA: Bitcoin Gauß–Seidel conditional correlation dynamic efficient estimation iterative topic_engineering zno] URL