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 | 1,138 | 4 | 5 | 12 | 3,344 |
| On a CAPM monitoring based on the EWMA process control | 0 | 0 | 2 | 180 | 1 | 3 | 10 | 474 |
| On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process | 0 | 0 | 0 | 267 | 0 | 1 | 3 | 520 |
| Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures | 1 | 1 | 3 | 365 | 4 | 9 | 25 | 725 |
| Total Working Papers | 1 | 1 | 6 | 1,950 | 9 | 18 | 50 | 5,063 |
| 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 | 1 | 1 | 4 | 84 | 2 | 6 | 19 | 221 |
| Analysis of Multifactor Affine Yield Curve Models | 0 | 0 | 0 | 20 | 0 | 1 | 7 | 70 |
| Estimation of Truncated Data Samples in Operational Risk Modeling | 0 | 0 | 0 | 6 | 0 | 1 | 6 | 34 |
| Integrating Stress Scenarios into Risk Quantification Models | 1 | 1 | 2 | 41 | 1 | 4 | 13 | 183 |
| Total Journal Articles | 2 | 2 | 6 | 151 | 3 | 12 | 45 | 508 |
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