Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: Selection of estimation window in the presence of breaks

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

   МақолаMarket Dynamics and VolatilityEnergy202433 иқтибос

   ABIABI:AkademIndex/openalex/2024.article.000072

2. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

   Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

   БобFinancial Risk and Volatility ModelingContributions to economics20223 иқтибос

   ABIABI:AkademIndex/openalex/2026.other.329465