Перейти к основному содержанию
AkademIndex

Продукты

Для разработчиков

AkademBaseОткрытый API экосистемы

Financial Risk and Volatility Modeling

Работ: 62

  1. The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks

    Akram Shavkatovich Hasanov, Aktam U. Burkhanov, Bunyod Usmonov +2

    СтатьяMarket Dynamics and VolatilityEnergy2024Цитирований: 33
    ABI

  2. Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension

    Akram Shavkatovich Hasanov, Robert C. Brooks, Sirojiddin Abrorov +1

    СтатьяMonetary Policy and Economic ImpactJournal of Applied Econometrics2024Цитирований: 11
    ABI

  3. Some algebraic properties of Archimedean copula functions and their applications in the statistical estimation of the survival function

    Abdushukurov Akhmedovich

    СтатьяFinancial Risk and Volatility ModelingNew Trends in Mathematical Science2016Цитирований: 3
    ABI

  4. Comparing effective temperatures in standard, Tsallis, and q-dual statistics from transverse momentum spectra of identified light charged hadrons produced in gold–gold collisions at RHIC energies

    Tingting Duan, Pei-Pin Yang, Peng-Cheng Zhang +3

    СтатьяHigh-Energy Particle Collisions ResearchThe European Physical Journal Plus2024Цитирований: 3
    ABI

  5. Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes

    Olimjon Sh. Sharipov, Martin Wendler

    СтатьяFinancial Risk and Volatility ModelingJournal of nonparametric statistics2012Цитирований: 3
    ABI

  6. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

    Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

    ГлаваFinancial Risk and Volatility ModelingContributions to economics2022Цитирований: 3
    ABI

  7. Random Sums of Independent Indicators and Generalized Reduced Processes

    I. Rahimov

    СтатьяStochastic processes and statistical mechanicsStochastic Analysis and Applications2003Цитирований: 2
    ABI

  8. On Transient Phenomena in Branching Random Processes with Discrete Time

    Sh. K. Formanov, Sh. Yu. Jurayev

    СтатьяStochastic processes and statistical mechanicsLobachevskii Journal of Mathematics2021Цитирований: 2
    ABI

  9. Nonextensive Statistics in High Energy Collisions

    Lucas Q. Rocha, Eugenio Megías, Luis A. Trevisan +3

    СтатьяStatistical Mechanics and EntropyPhysics2022Цитирований: 2
    ABI

  10. The relationship between the risk of the asset and its expected rate of return: a case of stock exchange market of five European countries

    Khurshid Khudoykulov, Rustam Allado`stov, Ulugbek Khalikov

    СтатьяFinancial Markets and Investment StrategiesInternational Journal of Modelling and Simulation2016Цитирований: 2
    ABI

  11. Marcinkiewicz–Zygmund strong laws for -statistics of weakly dependent observations

    Herold Dehling, Olimjon Sh. Sharipov

    СтатьяProbability and Risk ModelsStatistics & Probability Letters2009Цитирований: 1
    ABI

  12. Central limit theorem and invariance principle for associated random fields

    Abdurakhman Mukhamedov

    СтатьяProbability and Risk ModelsAIP conference proceedings2021Цитирований: 1
    ABI

  13. Asymptotic Properties of Likelihood Ratio Statistics in Competing Risks Model Under Interval Random Censoring

    A. A. Abdushukurov, N. S. Nurmukhamedova

    СтатьяStatistical Distribution Estimation and ApplicationsLobachevskii Journal of Mathematics2021Цитирований: 1
    ABI

  14. Investigating the impact of geopolitical risks on the commodity futures

    Sokratis Mitsas, Petros Golitsis, Khurshid Khudoykulov

    СтатьяMarket Dynamics and VolatilityCogent Economics & Finance2022Цитирований: 1
    ABI

  15. <scp>Russia‐Ukraine</scp> war and <scp>G7</scp> debt markets: Evidence from public sentiment towards economic sanctions during the conflict

    Zunaidah Sulong, Mohammad Abdullah, Emmanuel Joel Aikins Abakah +2

    СтатьяMarket Dynamics and VolatilityInternational Journal of Finance & Economics2023Цитирований: 1
    ABI

  16. On the multiplicity distributions predicted by the uncorrelated-jet model

    K. Zalewski

    СтатьяFinancial Risk and Volatility ModelingLettere al nuovo cimento della societa italiana di fisica/Lettere al nuovo cimento1972Цитирований: 0
    ABI

  17. On the ratio of independent stable random variables

    S. M. Shcolnick

    ГлаваFuzzy Systems and OptimizationLecture notes in mathematics1985Цитирований: 0
    ABI

  18. Asymptotic properties of symmetric stable distributions with small index

    A. V. Nagaev, S.M. Shkol'nik

    СтатьяStochastic processes and financial applicationsJournal of Mathematical Sciences1995Цитирований: 0
    ABI

  19. A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications

    Sh. Sharakhmetov, Rustam Ibragimov

    СтатьяProbability and Risk ModelsJournal of Multivariate Analysis2002Цитирований: 0
    ABI

  20. Poisson limits for U-statistics

    André Dabrowski, Herold Dehling, Thomas Mikosch +1

    СтатьяFinancial Risk and Volatility ModelingStochastic Processes and their Applications2002Цитирований: 0
    ABI

  21. Random sums of random vectors and multitype families ofproductive individuals

    I. Rahimov, Hassen A. Muttlak

    СтатьяStochastic processes and statistical mechanicsInternational Journal of Mathematics and Mathematical Sciences2004Цитирований: 0
    ABI

  22. &lt;title&gt;Anomalous signal detection and estimation on the stochastic noise background&lt;/title&gt;

    Shakir Kasimovich Formanov, Anatoliy N. Startsev, Olimshan Sh. Sharipov +1

    СтатьяStochastic processes and financial applicationsProceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE2006Цитирований: 0
    ABI

  23. Modeling and Forecasting the Yield Curve Under Model Uncertainty

    Francesco Donati, Paola Donati

    СтатьяMonetary Policy and Economic ImpactSSRN Electronic Journal2008Цитирований: 0
    ABI

  24. Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes

    Olimjon Sh. Sharipov, Martin Wendler

    ПрепринтFinancial Risk and Volatility ModelingarXiv (Cornell University)2009Цитирований: 0
    ABI

  25. Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data

    Olimjon Sh. Sharipov, Martin Wendler

    СтатьяStatistical Methods and InferenceStatistics & Probability Letters2012Цитирований: 0
    ABI