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Vyacheslav Abramov

Personal Details

First Name:Vyacheslav
Middle Name:M.
Last Name:Abramov
Suffix:
RePEc Short-ID:pab79
[This author has chosen not to make the email address public]
http://www.cmss.monash.edu.au/Members/Slava.php
School of Mathematical Sciences, Monash University, Clayton Campus, Wllington road, Clayton, Vic-3800, Australia
+61-3-99054474
Terminal Degree:1977 (from RePEc Genealogy)

Affiliation

(in no particular order)

Vyacheslav

http://www.cmss.monash.edu.au/Members/Slava.php
Australia, Melbourne

Monash University, School of Mathematical Sciences

http://www.maths.monash.edu.au/
Clayton, Victoria-3800, Australia

Research output

as
Jump to: Working papers Articles

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;Japanese Association of Financial Economics and Engineering, vol. 14(1), pages 1-23, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2006-10-21 2010-05-15
  2. NEP-ETS: Econometric Time Series (1) 2006-10-21
  3. NEP-FIN: Finance (1) 2006-10-21
  4. NEP-FMK: Financial Markets (1) 2006-10-21
  5. NEP-FOR: Forecasting (1) 2006-10-21

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