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Bakhodir Ergashev

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First Name:Bakhodir
Middle Name:
Last Name:Ergashev
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RePEc Short-ID:per72
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Research output

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Jump to: Working papers

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.

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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 4 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-FIN: Finance (2) 2002-06-13 2003-10-20
  2. NEP-CFN: Corporate Finance (1) 2003-10-20
  3. NEP-ETS: Econometric Time Series (1) 2004-02-08

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