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 | 4 | 11 | 3,344 |
| On a CAPM monitoring based on the EWMA process control | 0 | 0 | 2 | 180 | 0 | 1 | 9 | 474 |
| On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process | 1 | 1 | 1 | 268 | 1 | 1 | 4 | 521 |
| Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures | 0 | 1 | 3 | 365 | 1 | 7 | 28 | 728 |
| Total Working Papers | 1 | 2 | 7 | 1,951 | 2 | 13 | 52 | 5,067 |
| 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 | 2 | 4 | 85 | 1 | 3 | 15 | 222 |
| Analysis of Multifactor Affine Yield Curve Models | 0 | 0 | 0 | 20 | 0 | 1 | 8 | 71 |
| Estimation of Truncated Data Samples in Operational Risk Modeling | 0 | 0 | 0 | 6 | 0 | 0 | 6 | 34 |
| Integrating Stress Scenarios into Risk Quantification Models | 1 | 2 | 2 | 42 | 1 | 3 | 13 | 185 |
| Total Journal Articles | 2 | 4 | 6 | 153 | 2 | 7 | 42 | 512 |
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