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 1 2 1,130 0 1 5 3,300
On a CAPM monitoring based on the EWMA process control 0 0 1 175 0 0 1 455
On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process 0 0 0 266 1 1 3 512
Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures 0 1 2 350 1 2 8 679
Total Working Papers 0 2 5 1,921 2 4 17 4,946


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 2 3 6 67 3 7 22 168
Analysis of Multifactor Affine Yield Curve Models 0 1 1 16 1 2 4 50
Estimation of Truncated Data Samples in Operational Risk Modeling 0 0 0 4 0 0 5 20
Integrating Stress Scenarios into Risk Quantification Models 0 4 8 30 1 8 23 112
Total Journal Articles 2 8 15 117 5 17 54 350


Statistics updated 2020-09-04