Garthoff, R., Okhrin, I., and Schmid, W., Control Charts for Multivariate Nonlinear Time Series, to appear in REVSTAT - Statistical Journal
Garthoff, R., Okhrin, I., and Schmid, W., Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series, AStA Advances in Statistical Analysis, 98, pp. 225-255, 2014
Golosnoy, V., Okhrin, I., and Schmid, W., Statistical Surveillance for Volatility Forecasting Models, Journal of Financial Econometrics, 10, pp. 513-543, 2012
Golosnoy, V., Schmid, W., and Okhrin, I., Sequential Monitoring of Optimal Portfolio Weights, in M. Frisén (editor) Financial Surveillance, Wiley, 2007
Okhrin, O., Yatsyshynets (Okhrin), I. and Yeleyko, Ya., Portfolio selection based on the internal yield requirement, 7-th international workshop for young mathematicians: Applied Mathematics (Conference proceedings), - Cracow, Polen, pp. 131-149, 2005
Yatsyshynets (Okhrin), I. and Yeleyko, Ya., Criterion of Shortest Distence Between Informative Cubes in Multicriterion Multiaimed Models, Applied Statistic. Acturial and Financial Materials. #1-2, 2004
Okhrin, O. and Yatsyshynets (Okhrin), I., Estimation Model of Effectiveness of Interbank Operations, Postcommunist Economics During Globalisation (Conference materials). – Lviv, 2004
Papers in Progress
Monitoring Sharpe Ratios for Portfolio Composition (with V. Golosnoy).
Forecasting the Temperature Data (with Y. Okhrin and W. Schmid).
Some Properties of Mean and Covariance Matrix of Nonlinear Time Series (with R.
Garthoff and W. Schmid).
