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Vyacheslav M. Abramov

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This is information that was supplied by Vyacheslav Abramov in registering through RePEc. If you are Vyacheslav M. Abramov , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Vyacheslav
Middle Name: M.
Last Name: Abramov
Suffix:

RePEc Short-ID: pab79

Email: [This author has chosen not to make the email address public]
Homepage: http://www.cmss.monash.edu.au/Members/Slava.php
Postal Address: School of Mathematical Sciences, Monash University, Clayton Campus, Wllington road, Clayton, Vic-3800, Australia
Phone: +61-3-99054474

Affiliation

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Works

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Working papers

  1. V. Abramov & F. Klebaner & R. Liptser, 2010. "The Euler-Maruyama approximations for the CEV model," Papers 1005.0728, arXiv.org.
  2. Abramov, Vyacheslav & Klebaner, Fima, 2006. "Forecasting and testing a non-constant volatility," MPRA Paper 207, University Library of Munich, Germany.

Articles

  1. Vyacheslav Abramov & Fima Klebaner, 2007. "Estimation and Prediction of a Non-Constant Volatility," Asia-Pacific Financial Markets, Springer, vol. 14(1), pages 1-23, March.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-10-21 2010-05-15. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2006-10-21. Author is listed
  3. NEP-FIN: Finance (1) 2006-10-21. Author is listed
  4. NEP-FMK: Financial Markets (1) 2006-10-21. Author is listed
  5. NEP-FOR: Forecasting (1) 2006-10-21. Author is listed

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