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Bakhodir Ergashev


This is information that was supplied by Bakhodir Ergashev in registering through RePEc. If you are Bakhodir Ergashev , 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: Bakhodir
Middle Name:
Last Name: Ergashev

RePEc Short-ID: per72

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Working papers

  1. Bakhodir A Ergashev, 2004. "Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures," Econometrics 0402001, EconWPA, revised 16 Mar 2004.
  2. Bakhodir A Ergashev, 2003. "On a CAPM monitoring based on the EWMA process control," Computing in Economics and Finance 2003 283, Society for Computational Economics.
  3. Bakhodir Ergashev, 2002. "On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process," Finance 0206002, EconWPA.
  4. Bakhodir A Ergashev, 2002. "A note on a generalized Black-Scholes formula," Finance 0203006, EconWPA.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-10-20. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2004-02-08. Author is listed
  3. NEP-FIN: Finance (2) 2002-06-13 2003-10-20. Author is listed


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