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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 1,137 1 3 6 3,330
On a CAPM monitoring based on the EWMA process control 0 0 0 178 0 1 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 1 3 362 0 1 7 698
Total Working Papers 0 2 5 1,944 1 5 15 5,008


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 80 2 5 9 201
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 0 0 0 26
Integrating Stress Scenarios into Risk Quantification Models 0 0 1 39 0 3 15 163
Total Journal Articles 0 0 3 144 2 8 26 453


Statistics updated 2024-12-04