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  • Golosnoy, V., Okhrin, I., and Schmid, W., Statistical Surveillance for Volatility Forecasting Models, eingereichtet (SSRN)


  • Golosnoy, V., Okhrin, I., and Schmid, W., New Characteristics for Portfolio Surveillance, Statistics: A Journal of Theoretical and Applied Statistics, 44, pp. 303–321, 2010


  • Golosnoy, V., Okhrin, I., Ragulin, S., and Schmid, W., On the Application of SPC in Finance, Frontiers in Statistical Quality Control 9, pp. 119-130, 2010


  • 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