Dong Hwan Oh

Delaying a Convoy

Dong Hwan Oh, 2005 .

Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors

Dobrislav Dobrev, Dong Hwan Oh, Travis D. Nesmith, 2017 .

Optimal interdiction of a ground convoy

Young Hoon Lee, R. Kevin Wood, Dong Hwan Oh, 2018 .

Dynamic Factor Copula Models with Estimated Cluster Assignments

Dong Hwan Oh, Andrew J. Patton, D. Oh, 2020, Finance and Economics Discussion Series.

Simulated Method of Moments Estimation for Copula-Based Multivariate Models

Dong Hwan Oh, Andrew J. Patton, D. Oh, 2013 .

Modeling Dependence in High Dimensions With Factor Copulas

Dong Hwan Oh, Andrew J. Patton, D. Oh, 2015 .

High-Dimensional Copula-Based Distributions with Mixed Frequency Data

Dong Hwan Oh, Andrew J. Patton, Andrew J. Patton, 2015 .

Copulas for High Dimensions: Models, Estimation, Inference, and Applications

Dong Hwan Oh, D. Oh, 2014 .