Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: Forecasting risk with Markov-switching GARCH models:A large-scale performance study

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