Bakhodir Ergashev : Citation Profile

4

H index

1

i10 index

65

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 4
   Journals where Bakhodir Ergashev has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/per72
   Updated: 2026-09-19    RAS profile: 2026-08-17    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bakhodir Ergashev.

Is cited by:

Dewachter, Hans (4)

Iania, Leonardo (4)

Bauer, Michael (4)

Hlouskova, Jaroslava (3)

Zinna, Gabriele (3)

CHIB, SIDDHARTHA (3)

Rudebusch, Glenn (3)

Kapinos, Pavel (2)

Matthes, Christian (2)

Curti, Filippo (2)

Niu, Linlin (2)

Cites to:

Summer, Martin (3)

Andrews, Donald (2)

Rheinberger, Klaus (2)

Watson, Mark (2)

Stock, James (2)

Hansen, Bruce (2)

Artzner, Philippe (1)

Fama, Eugene (1)

Müller-Plantenberg, Nikolas (1)

CHIB, SIDDHARTHA (1)

Kiefer, Nicholas (1)

Main data

Where Bakhodir Ergashev has published?

Journals with more than one article published# docs
Journal of Financial Services Research2

Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany2

Recent works citing Bakhodir Ergashev (2025 and 2024)

YearTitle of citing document
2024Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659.

Full description at Econpapers || Download paper

2024Sequential Learning and Economic Benefits from Dynamic Term Structure Models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:4:p:2236-2254.

Full description at Econpapers || Download paper

2026Market Shock Scenario Design: An Option-Based Approach. (2026). Duan, Zheng ; Abdymomunov, Azamat ; Gerlach, Jeffrey R. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:69:y:2026:i:3:d:10.1007_s10693-025-00446-0.

Full description at Econpapers || Download paper

Works by Bakhodir Ergashev:

YearTitleTypeCited
2009Analysis of Multifactor Affine Yield Curve Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article45
2016Estimation of Truncated Data Samples in Operational Risk Modeling In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article5
2012A Theoretical Framework for Incorporating Scenarios into Operational Risk Modeling In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article6
2015Integrating Stress Scenarios into Risk Quantification Models In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article9
2003On a CAPM monitoring based on the EWMA process control In: Computing in Economics and Finance 2003.
[Full Text][Citation analysis]		paper0
2004Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures In: Econometrics.
[Full Text][Citation analysis]		paper0
2002A note on a generalized Black-Scholes formula In: Finance.
[Full Text][Citation analysis]		paper0
2002On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process In: Finance.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team