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 | 0 | 5 | 8 | 3,339 |
| On a CAPM monitoring based on the EWMA process control | 1 | 2 | 2 | 180 | 2 | 6 | 7 | 471 |
| On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process | 0 | 0 | 0 | 267 | 0 | 0 | 3 | 519 |
| Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures | 1 | 1 | 2 | 364 | 1 | 12 | 18 | 716 |
| Total Working Papers | 2 | 3 | 5 | 1,949 | 3 | 23 | 36 | 5,045 |
| 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 | 1 | 3 | 83 | 0 | 5 | 13 | 215 |
| Analysis of Multifactor Affine Yield Curve Models | 0 | 0 | 0 | 20 | 1 | 4 | 6 | 69 |
| Estimation of Truncated Data Samples in Operational Risk Modeling | 0 | 0 | 1 | 6 | 0 | 5 | 6 | 33 |
| Integrating Stress Scenarios into Risk Quantification Models | 0 | 0 | 1 | 40 | 0 | 6 | 11 | 179 |
| Total Journal Articles | 0 | 1 | 5 | 149 | 1 | 20 | 36 | 496 |
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