Dmitriy Aleksandrovich Borzykh
Names
| first: | Dmitriy |
| middle: | Aleksandrovich |
| last: | Borzykh |
Identifer
| RePEc Short-ID: | pbo676 |
Contact
| homepage: | http://www.hse.ru/org/persons/10299881 |
Research profile
author of:
- IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach (RePEc:pal:risman:v:23:y:2021:i:4:d:10.1057_s41283-021-00079-2)
by Dmitriy Borzykh & Henry Penikas - The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models (RePEc:ris:apltrx:0352)
by Borzykh, Dmitriy & Khasykov, Mikhail - The new KS method for a structural break detection in GARCH(1,1) models (RePEc:ris:apltrx:0369)
by Borzykh, Dmitriy & Yazykov, Artem - Модель Жизненного Цикла С «Близоруким» Принятием Решений (RePEc:scn:025886:15693567)
by Борзых Дмитрий Александрович & Шоломицкий Алексей Геннадьевич