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 1 1,138 1 2 5 3,335
On a CAPM monitoring based on the EWMA process control 0 0 0 178 3 3 4 468
On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process 0 0 0 267 0 2 3 519
Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures 0 1 1 363 3 7 9 707
Total Working Papers 0 2 2 1,946 7 14 21 5,029


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 2 82 0 3 8 210
Analysis of Multifactor Affine Yield Curve Models 0 0 0 20 1 3 3 66
Estimation of Truncated Data Samples in Operational Risk Modeling 0 0 1 6 1 1 3 29
Integrating Stress Scenarios into Risk Quantification Models 0 0 1 40 1 2 11 174
Total Journal Articles 0 1 4 148 3 9 25 479


Statistics updated 2026-01-09