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 6 3,333
On a CAPM monitoring based on the EWMA process control 0 0 0 178 0 1 1 465
On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process 0 0 0 267 0 0 1 517
Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures 0 0 0 362 0 0 2 700
Total Working Papers 0 0 1 1,944 0 2 10 5,015


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 1 81 0 2 10 207
Analysis of Multifactor Affine Yield Curve Models 0 0 0 20 0 0 0 63
Estimation of Truncated Data Samples in Operational Risk Modeling 0 0 1 6 0 0 2 28
Integrating Stress Scenarios into Risk Quantification Models 0 0 1 40 0 0 9 172
Total Journal Articles 0 0 3 147 0 2 21 470


Statistics updated 2025-10-06