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ORCIDYarema Okhrin
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2020 – today
- 2021
[j9]Yarema Okhrin
, Wolfgang Schmid, Ivan Semeniuk:
New Approaches for Monitoring Image Data. IEEE Trans. Image Process. 30: 921-933 (2021)- [j8]Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya, Wolfgang Schmid:
Statistical Inference for the Expected Utility Portfolio in High Dimensions. IEEE Trans. Signal Process. 69: 1-14 (2021) - 2020
- [j7]Nicole Barthel, Claudia Czado, Yarema Okhrin:
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. Comput. Stat. Data Anal. 142 (2020)
2010 – 2019
- 2018
- [j6]Taras Bodnar, Yarema Okhrin, Valdemar Vitlinskyy, Taras Zabolotskyy:
Determination and estimation of risk aversion coefficients. Comput. Manag. Sci. 15(2): 297-317 (2018) - 2017
- [j5]Taras Bodnar, Stepan Mazur, Yarema Okhrin:
Bayesian estimation of the global minimum variance portfolio. Eur. J. Oper. Res. 256(1): 292-307 (2017) - 2015
- [j4]Taras Lazariv, Yarema Okhrin, Wolfgang Schmid:
Behavior of EWMA type control charts for small smoothing parameters. Comput. Stat. Data Anal. 89: 115-125 (2015) - 2013
- [j3]Taras Bodnar, Yarema Okhrin:
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio? Appl. Math. Comput. 219(10): 5440-5448 (2013) - [j2]Taras Bodnar, Stepan Mazur, Yarema Okhrin:
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. J. Multivar. Anal. 122: 70-81 (2013)
2000 – 2009
- 2009
- [j1]Olha Bodnar, Taras Bodnar, Yarema Okhrin:
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. Comput. Stat. Data Anal. 53(9): 3372-3385 (2009)
Coauthor Index
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