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 2 1,137 1 1 6 3,331
On a CAPM monitoring based on the EWMA process control 0 0 0 178 0 0 2 464
On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process 0 0 0 267 0 0 0 516
Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures 0 0 2 362 0 0 5 698
Total Working Papers 0 0 4 1,944 1 1 13 5,009


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 0 80 0 1 8 202
Analysis of Multifactor Affine Yield Curve Models 0 0 1 20 0 0 2 63
Estimation of Truncated Data Samples in Operational Risk Modeling 0 0 0 5 1 1 1 27
Integrating Stress Scenarios into Risk Quantification Models 0 0 1 39 5 5 20 168
Total Journal Articles 0 0 2 144 6 7 31 460


Statistics updated 2025-03-03