Details about Dmitriy Aleksandrovich Borzykh

Access statistics for papers by Dmitriy Aleksandrovich Borzykh.

Last updated 2023-03-11. Update your information in the RePEc Author Service.

Short-id: pbo676

Journal Articles

2021

1. IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach
   Risk Management, 2021, 23, (4), 282-300

2019

2. The new KS method for a structural break detection in GARCH(1,1) models
   Applied Econometrics, 2019, 54, 90-104 View citations (1)

2018

3. The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models
   Applied Econometrics, 2018, 51, 126-139

2011

4. Модель жизненного цикла с «Близоруким» принятием решений
   Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, 2011, 15, (3), 383-398