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Research outputJump to: Working papers
- 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.
- 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.
- Bakhodir Ergashev, 2002. "On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process," Finance 0206002, EconWPA.
- Bakhodir A Ergashev, 2002. "A note on a generalized Black-Scholes formula," Finance 0203006, EconWPA.
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NEP FieldsNEP 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.
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