Access Statistics for Bakhodir Ergashev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on a generalized Black-Scholes formula 0 0 1 1,137 0 1 4 3,331
On a CAPM monitoring based on the EWMA process control 0 0 0 178 0 0 2 464
On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process 0 0 0 267 0 1 1 517
Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures 0 0 2 362 2 2 7 700
Total Working Papers 0 0 3 1,944 2 4 14 5,012


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling 0 0 0 80 0 0 8 202
Analysis of Multifactor Affine Yield Curve Models 0 0 1 20 0 0 2 63
Estimation of Truncated Data Samples in Operational Risk Modeling 1 1 1 6 1 2 2 28
Integrating Stress Scenarios into Risk Quantification Models 0 0 1 39 1 7 19 170
Total Journal Articles 1 1 3 145 2 9 31 463


Statistics updated 2025-05-12